Matrix normalised stochastic compactness for a Lévy process at zero
type: Item
instance of: scholarly article
title: Matrix normalised stochastic compactness for a Lévy process at zero
zbMATH Open document ID: 1395.60053
DOI: 10.1214/18-EJP193
author: David M. Mason
author: Ross A. Maller
published in: Electronic Journal of Probability
publication date: 2018-08-24T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejp/1532570597
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6924681
zbMATH Keywords: vector-valued Lévy process
zbMATH Keywords: matrix-valued Lévy process
zbMATH Keywords: small time convergence
zbMATH Keywords: matrix normalisation
zbMATH Keywords: stochastic compactness
zbMATH Keywords: domain of attraction
zbMATH Keywords: quadratic variation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6924681