Stochastic compactness of Lévy processes
DOI10.1214/09-IMSCOLL516zbMATH Open1243.60024OpenAlexW1993846866MaRDI QIDQ2900960FDOQ2900960
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
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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
- Self-standardized central limit theorems for trimmed Lévy processes
- 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
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