Conditional limit theorems for spectrally positive Lévy processes
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Publication:4547103
DOI10.1239/aap/1019160955zbMath0998.60046MaRDI QIDQ4547103
Gregory Richardson, Takis Konstantopoulos
Publication date: 25 November 2002
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1019160955
weak convergence; infinitely divisible; regular variation; large deviations; Lévy process; Skorokhod reflection; spectrally positive
60G51: Processes with independent increments; Lévy processes
60F17: Functional limit theorems; invariance principles
26A12: Rate of growth of functions, orders of infinity, slowly varying functions
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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