The limit distribution of ratios of jumps and sums of jumps of subordinators

zbMath1329.60033arXiv1407.3142MaRDI QIDQ2938793

David M. Mason, Péter Kevei

Publication date: 15 January 2015

Full work available at URL: https://arxiv.org/abs/1407.3142

zbMATH Keywords

regular variationsubordinatorTauberian theoremLévy processlimit distributionjump sequence

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05)

Related Items (9)

A note on central limit theorems for trimmed subordinated subordinators ⋮ Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes ⋮ Size biased sampling from the Dickman subordinator ⋮ Convergence of extreme values of Poisson point processes at small times ⋮ Trimmed Lévy processes and their extremal components ⋮ Ratios of ordered points of point processes with regularly varying intensity measures ⋮ Small time convergence of subordinators with regularly or slowly varying canonical measure ⋮ Limiting behavior of the ratio of \(k\)th records ⋮ No-tie conditions for large values of extremal processes

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