Distributional representations and dominance of a Lévy process over its maximal jump processes

DOI10.3150/15-BEJ731zbMath1352.60065arXiv1409.4050OpenAlexW2249546494MaRDI QIDQ726742

Yuguang Fan, Boris Buchmann, Ross A. Maller

Publication date: 14 July 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.4050

zbMATH Keywords

Lévy processPoisson point processrelative stabilitydistributional representationmaximal jump process

Mathematics Subject Classification ID

Related Items (13)

Tightness and convergence of trimmed Lévy processes to normality at small times ⋮ Tail probabilities of St. Petersburg sums, trimmed sums, and their limit ⋮ 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 ⋮ Convergence of trimmed Lévy processes to trimmed stable random variables at 0 ⋮ Ratios of ordered points of point processes with regularly varying intensity measures ⋮ Small time convergence of subordinators with regularly or slowly varying canonical measure ⋮ Functional laws for trimmed Lévy processes ⋮ Conditions for a Lévy process to stay positive near 0, in probability ⋮ Small-time almost-sure behaviour of extremal processes ⋮ Limiting behavior of the ratio of \(k\)th records ⋮ No-tie conditions for large values of extremal processes

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