Joint asymptotic distribution of certain path functionals of the reflected process

DOI10.1214/16-ECP4359zbMath1346.60062arXiv1306.6746MaRDI QIDQ303667

Aleksandar Mijatović, Martijn R. Pistorius

Publication date: 22 August 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.6746

zbMATH Keywords

asymptotic independenceCramér conditionlimiting overshootreflected Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Sample path properties (60G17)

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