Distributional representations and dominance of a Lévy process over its maximal jump processes (Q726742): Difference between revisions

@@ Property / author @@
-Ross A. Maller
@@ Property / author: Ross A. Maller / rank @@
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@@ Property / author @@
+Ross A. Maller
@@ Property / author: Ross A. Maller / rank @@
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+MaRDI publication profile
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+.4050
@@ Property / arXiv ID: 1409.4050 / rank @@
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@@ Property / cites work @@
+On the limiting behaviour of Lévy processes at zero
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+The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
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+The central limit theorem for sums of trimmed variables with heavy tails
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+Non-central limit theorems for random selections
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+Q4888858
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+Regularity of the half-line for Lévy processes
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+Q4726487
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+The Influence of the Maximum Term in the Addition of Independent Random Variables
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+Small-time behaviour of {L}évy processes
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+Stability and attraction to normality for Lévy processes at zero and at infinity
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+Stability of the overshoot for Lévy processes
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+Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum
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+Stability of the exit time for Lévy processes
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+Small and large time stability of the time taken for a Lévy process to cross curved boundaries
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+Asymptotic normality and subsequential limits of trimmed sums
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+A maxtrimmed St. Petersburg game
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+Ratios of trimmed sums and order statistics
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+Infinite limits and infinite limit points of random walks and trimmed sums
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+Randomly weighted self-normalized Lévy processes
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+Which i.i.d. sums are recurrently dominated by their maximal terms?
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+Stochastic compactness of Lévy processes
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+Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
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+Heavy-Tail Phenomena
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+Limit theorems for mixed max-sum processes with renewal stopping
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+W2249546494
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