Functional limit theorems for sums of independent geometric Lévy processes

DOI10.3150/10-BEJ299zbMath1225.60056arXiv0911.4139MaRDI QIDQ638763

Zakhar Kabluchko

Publication date: 14 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.4139

zbMATH Keywords

functional limit theoremrandom energy modelgeometric Brownian motion\(\alpha \)-stable processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Limit Theorems for Random Exponentials: The Bounded Support Case ⋮ Complex random energy model: zeros and fluctuations ⋮ Max-stable processes and stationary systems of Lévy particles ⋮ An exceptional max-stable process fully parameterized by its extremal coefficients

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