Convergence to stable limits for ratios of trimmed Levy processes and their jumps

zbMath1406.60070arXiv1708.08344MaRDI QIDQ4619716

Yuguang Ipsen, Péter Kevei, Ross A. Maller

Publication date: 7 February 2019

Full work available at URL: https://arxiv.org/abs/1708.08344

zbMATH Keywords

Lévy processstable processtrimmed Lévy processtrimmed subordinatorgeneralised Poisson-Dirichlet lawsconditional distributions of Lévy processesdomain of attraction of stabl lawslarge jumps of Lévy processsmall time convergence of Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)

Related Items (8)

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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