On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit

DOI10.1239/JAP/1253279849zbMath1186.60041OpenAlexW1965464468MaRDI QIDQ3182429

Shai Covo

Publication date: 8 October 2009

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1253279849

zbMATH Keywords

weak convergencesubordinatorLévy processgamma processDickman distributionsmall jumps

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (9)

The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes ⋮ Zooming in on a Lévy process at its supremum ⋮ One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications ⋮ Nonnormal Small Jump Approximation of Infinitely Divisible Distributions ⋮ Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities ⋮ Convergence to scale-invariant Poisson processes and applications in Dickman approximation ⋮ Sieving random iterative function systems ⋮ A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions ⋮ The Dickman–Goncharov distribution

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