Stochastic compactness of Lévy processes

DOI10.1214/09-IMSCOLL516MaRDI QIDQ2900960zbMATH OpenOpenAlexFDO

Authors David M. Mason, Ross A. Maller

Publication date 26 July 2012

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.imsc/1265119272

zbMATH Keywords

infinitely divisibledomain of attractionFeller classlarge timescentered Feller classLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Strong limit theorems (60F15)

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Cited in

(9)

• Stochastic bounds for Lévy processes.
• A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System
• Matrix normalised stochastic compactness for a Lévy process at zero
• Stochastic compactness of distributions of sums of independent random variables with finite variances
• No-tie conditions for large values of extremal processes
• Small and large scale asymptotics of some Lévy stochastic integrals
• Convergence of trimmed Lévy processes to trimmed stable random variables at 0
• Distributional representations and dominance of a Lévy process over its maximal jump processes
• Self-standardized central limit theorems for trimmed Lévy processes

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