Stochastic compactness of Lévy processes

DOI10.1214/09-IMSCOLL516zbMath1243.60024OpenAlexW1993846866MaRDI QIDQ2900960

David M. Mason, Ross A. Maller

Publication date: 26 July 2012

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.imsc/1265119272

zbMATH Keywords

Lévy processesinfinitely divisibledomain of attractionFeller classlarge timescentered Feller class

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (5)

Stochastic compactness of distributions of sums of independent random variables with finite variances ⋮ Self-standardized central limit theorems for trimmed Lévy processes ⋮ Convergence of trimmed Lévy processes to trimmed stable random variables at 0 ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes ⋮ No-tie conditions for large values of extremal processes

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