Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case

DOI10.1007/s10959-013-0492-1zbMath1318.60079arXiv1206.3800OpenAlexW2113752797MaRDI QIDQ2346972

Amaury Lambert, Florian Simatos

Publication date: 26 May 2015

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

Full work available at URL: https://arxiv.org/abs/1206.3800

zbMATH Keywords

weak convergencebranching processesLévy processeslocal timesinfinite variancecompound Poisson processesprocessor-sharing queue

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25) Stable stochastic processes (60G52) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (8)

Uniform control of local times of spectrally positive stable processes ⋮ Conjectures on symmetric queues in heavy traffic ⋮ Height and contour processes of Crump-Mode-Jagers forests. I: general distribution and scaling limits in the case of short edges ⋮ Height and contour processes of Crump-Mode-Jagers forests. II: the Bellman-Harris universality class ⋮ Lévy processes with marked jumps. I: Limit theorems ⋮ Scaling limit of a limit order book model via the regenerative characterization of Lévy trees ⋮ The weak convergence of regenerative processes using some excursion path decompositions ⋮ Limit theorems for local times and applications to SDEs with jumps

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