Large deviations for the Bessel clock

Abstract

We show the law of large numbers, the central limit theorem and the large-deviation principle for the Bessel clock ∈t₀^t\rm d}s/(R_s^(ν))², where (R_t^(ν), t≥0) is a Bessel process of index ν>0. We also give functional versions of these limit theorems.