Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators
arxiv(2024)
摘要
In this paper we present some extensions of recent noncentral moderate
deviation results in the literature. In the first part we generalize the
results in by considering a general Lévy process
{S(t):t≥ 0} instead of a compound Poisson process. In the second part we
assume that {S(t):t≥ 0} has bounded variation and it is not a
subordinator; thus, in some sense, we have the difference of two independent
non-null subordinators. In this way we generalize the results in
for Skellam processes.
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