Large deviations and Wschebor's theorems

José León (1) , Alain Rouault (2)

1 UCV - Universidad Central de Venezuela
2 LMV - Laboratoire de Mathématiques de Versailles

We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.

Mots clés: large devi- ations MSC 2010: 0J65; strong theorems; Brownian motion; stable processes; scaling properties; 60G51; 60F15; 60F10

Domaines: Probabilités [math.PR]

José León, Alain Rouault. Large deviations and Wschebor's theorems. Advances in Probability and Mathematical Statistics - CLAPEM 2019, Mérida, Mexico, 79, Springer International Publishing, pp.147-174, 2021, Progress in Probability, ⟨10.1007/978-3-030-85325-9_9⟩. ⟨hal-02085748v2⟩