Darling-Erdős theorem for Lévy processes at zero
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Publication:5126322
zbMATH Open1460.60039arXiv1906.06688MaRDI QIDQ5126322FDOQ5126322
Authors: Peter Kevei, David M. Mason 
Publication date: 16 October 2020
Abstract: We establish two equivalent versions of the Darling--ErdH{o}s theorem for L'evy processes in the domain of attraction of a stable process at zero with index . In the course of our proof we obtain a number of maximal and exponential inequalities for general L'evy processes, which should be of separate interest.
Full work available at URL: https://arxiv.org/abs/1906.06688
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- Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law
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