Darling--Erd\H{o}s theorem for L\'evy processes at zero

zbMath1460.60039arXiv1906.06688MaRDI QIDQ5126322

David M. Mason, Péter Kevei

Publication date: 16 October 2020

Full work available at URL: https://arxiv.org/abs/1906.06688

zbMATH Keywords

domain of attractionstable processDarling-Erdős theorem

Mathematics Subject Classification ID

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

Cites Work

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• A limit theorem for the maximum of normalized sums of independent random variables
• Extremes of moving averages of stable processes
• The Darling-Erdős theorem for sums of i.i.d. random variables
• Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law
• A general Darling-Erdős theorem in Euclidean space
• Darling-Erdős theorems for martingales
• An extreme-value analysis of the LIL for Brownian motion
• Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
• Lévy Processes and Stochastic Calculus

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