Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes

DOI10.1090/S0002-9947-09-05032-6zbMath1202.60036MaRDI QIDQ3552106

David M. Mason, Ross A. Maller

Publication date: 13 April 2010

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (12)

Tightness and convergence of trimmed Lévy processes to normality at small times ⋮ Erratum to: The asymptotic distribution of self-normalized triangular arrays ⋮ Matrix normalised stochastic compactness for a Lévy process at zero ⋮ Self-standardized central limit theorems for trimmed Lévy processes ⋮ Compactness and continuity properties for a Lévy process at a two-sided exit time ⋮ Convergence of trimmed Lévy processes to trimmed stable random variables at 0 ⋮ Functional laws for trimmed Lévy processes ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes ⋮ Darling--Erd\H{o}s theorem for L\'evy processes at zero ⋮ On a conjecture of Seneta on regular variation of truncated moments ⋮ Laws of the iterated logarithm for self-normalised Lévy processes at zero ⋮ Matrix normalized convergence of a Lévy process to normality at zero

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