Strong laws at zero for trimmed Lévy processes

DOI10.1214/EJP.V20-3839zbMATH Open1328.60086OpenAlexW1155070400MaRDI QIDQ894145FDOQ894145

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

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

zbMATH Keywords

almost sure convergencerelative stabilitytrimmed Lévy processes

Mathematics Subject Classification ID

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

Cited In (5)

• 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
• Convergence of trimmed Lévy processes to trimmed stable random variables at 0

This page was built for publication: Strong laws at zero for trimmed Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q894145)