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

DOI10.1007/s10959-013-0492-1zbMath1318.60079arXiv1206.3800MaRDI 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 convergence; branching processes; Lévy processes; local times; infinite variance; compound Poisson processes; processor-sharing queue

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60K25: Queueing theory (aspects of probability theory)

60G52: Stable stochastic processes

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

60F17: Functional limit theorems; invariance principles

60J55: Local time and additive functionals

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

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

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