Abstract
We show the law of large numbers, the central limit theorem and the large-deviation principle for the Bessel clock ∈t0t\rm d}s/(Rs(ν))2, where (Rt(ν), t≥0) is a Bessel process of index ν>0. We also give functional versions of these limit theorems.
Citation
Marc Yor. Marguerite Zani. "Large deviations for the Bessel clock." Bernoulli 7 (2) 351 - 362, April 2001.
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