Conditional limit theorems for spectrally positive Lévy processes

DOI10.1239/aap/1019160955zbMath0998.60046OpenAlexW1977878968MaRDI QIDQ4547103

Gregory Richardson, Takis Konstantopoulos

Publication date: 25 November 2002

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1019160955

zbMATH Keywords

weak convergenceinfinitely divisibleregular variationlarge deviationsLévy processSkorokhod reflectionspectrally positive

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Functional limit theorems; invariance principles (60F17) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Curve crossing for random walks reflected at their maximum ⋮ Discrete and continuous time modulated random walks with heavy-tailed increments ⋮ Renewal theorems and stability for the reflected process

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