Strong laws at zero for trimmed Lévy processes

DOI10.1214/EJP.V20-3839MaRDI QIDQ894145zbMATH OpenOpenAlexFDO

Authors Ross A. Maller

Publication date 27 November 2015

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ejp.v20-3839

zbMATH Keywords

almost sure convergencerelative stabilitytrimmed Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15)

Recommendations

• Convergence of trimmed Lévy processes to trimmed stable random variables at 0
• Tightness and convergence of trimmed Lévy processes to normality at small times
• Trimmed Lévy processes and their extremal components
• Functional laws for trimmed Lévy processes
• Convergence to stable limits for ratios of trimmed Lévy processes and their jumps

Cited in

(9)

• Convergence to stable limits for ratios of trimmed Lévy processes and their jumps
• Small-time almost-sure behaviour of extremal processes
• Intermittency in the small-time behavior of Lévy processes
• Convergence of extreme values of Poisson point processes at small times
• Zooming in on a Lévy process at its supremum
• Functional laws for trimmed Lévy processes
• Convergence of trimmed Lévy processes to trimmed stable random variables at 0
• Trimmed Lévy processes and their extremal components
• Tightness and convergence of trimmed Lévy processes to normality at small times

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