Precise asymptotics for Lévy processes

DOI10.1007/S10114-005-0868-YzbMath1120.60049OpenAlexW2028872319MaRDI QIDQ2644354

Chun Su, Zhishui Hu

Publication date: 31 August 2007

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0868-y

zbMATH Keywords

Lévy processstable processprecise asymptoticFuk-Nagaev type inequality

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Stable stochastic processes (60G52)

Related Items (1)

The precise asymptotics of the complete convergence for moving average processes of \(m\)-dependent \(B\)-valued elements

Cites Work

• Unnamed Item
• A remark on the tail probability of a distribution
• A supplement to a theorem of Gut and Spătaru
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise asymptotics in the law of the iterated logarithm.
• A supplement to the strong law of large numbers
• Probability Inequalities for Sums of Independent Random Variables

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