Functional limit theorems for Lévy processes and their almost-sure versions

DOI10.1007/S10986-007-0006-XzbMATH Open1132.60032arXiv0908.1074OpenAlexW2101235397MaRDI QIDQ2471663FDOQ2471663

E. Permiakova

Publication date: 18 February 2008

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Abstract: In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.

Full work available at URL: https://arxiv.org/abs/0908.1074

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zbMATH Keywords

functional limit theoremalmost-sure limit theoremLevy random process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

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Cited In (11)

• Limit theorems for free Lévy processes
• Conditional limit theorems for spectrally positive Lévy processes
• Functional estimation for Lévy measures of semimartingales with Poissonian jumps
• Approximating the classical risk process by stable Lévy motion
• Limit theorems for random processes with random time substitution
• Title not available (Why is that?)
• A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes
• An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
• Functional limit theorems for degenerate Lévy processes
• On limit theory for functionals of stationary increments Lévy driven moving averages
• Title not available (Why is that?)

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