Lower functions for asymmetric Lévy processes
Let \(\{X_ t\}\) be an \({\mathbb{R}}^ 1\)-valued process with stationary independent increments and its Lévy measure \(\nu\) be given by \(\nu\) \(\{\) y: y\(>x\}=x^{-\alpha}L_ 1(x)\), \(\nu\) \(\{\) y: y\(<-x\}=x^{- \alpha}L_ 2(x)\) where \(L_ 1\), \(L_ 2\) are slowly varying at 0 and \(\infty\) and \(0<\alpha \leq 1\). We construct two types of a nondecreasing function h(t) depending on \(0<\alpha <1\) or \(\alpha =1\) such that lim inf \(\sup_{0\leq s\leq t}| X_ s| /h(t)=C\) a.s. as \(t\to 0\) resp. \(t\to \infty\) for some positive finite constant C.
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