메뉴 건너뛰기




Volumn 15, Issue 3, 2002, Pages 751-792

Stability and attraction to normality for lévy processes at zero and at infinity

Author keywords

Asymptotic normality; Domains of attraction; L vy processes; Relative stability

Indexed keywords


EID: 0005456546     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1016228101053     Document Type: Article
Times cited : (62)

References (23)
  • 2
    • 0000171910 scopus 로고    scopus 로고
    • Regularity of the half-line for Lévy processes
    • Bertoin, J. (1997). Regularity of the half-line for Lévy processes. Bull. Sci. Math. 121, 345-354.
    • (1997) Bull. Sci. Math. , vol.121 , pp. 345-354
    • Bertoin, J.1
  • 3
    • 0031537025 scopus 로고    scopus 로고
    • Spitzer's condition for random walks and Lévy Processes
    • Bertoin, J., and Doney, R. A. (1997). Spitzer's condition for random walks and Lévy Processes. Ann. Inst. Henri Poincaré 33, 167-178.
    • (1997) Ann. Inst. Henri Poincaré , vol.33 , pp. 167-178
    • Bertoin, J.1    Doney, R.A.2
  • 5
    • 0000799188 scopus 로고
    • On sums of independent random variables with infinite moments and fair games
    • Chow, Y. S., and Robbins, H. (1961). On sums of independent random variables with infinite moments and fair games. Proc. Nat. Acad. Sci. U.S.A. 47, 330-335.
    • (1961) Proc. Nat. Acad. Sci. U.S.A. , vol.47 , pp. 330-335
    • Chow, Y.S.1    Robbins, H.2
  • 6
    • 0034428648 scopus 로고    scopus 로고
    • Random walks crossing curved boundaries A functional limit theorem, stability and asymptotic distributions for exit times and positions
    • Doney, R. A., and Maller, R. A. (2000). Random walks crossing curved boundaries A functional limit theorem, stability and asymptotic distributions for exit times and positions. Adv. Appl. Probab. 32, 1117-1149.
    • (2000) Adv. Appl. Probab. , vol.32 , pp. 1117-1149
    • Doney, R.A.1    Maller, R.A.2
  • 7
    • 84966225594 scopus 로고
    • The strong law of large numbers when the mean is undefined
    • Erickson, K. B. (1973). The strong law of large numbers when the mean is undefined. Trans. Amer. Math. Soc. 185, 371-381.
    • (1973) Trans. Amer. Math. Soc. , vol.185 , pp. 371-381
    • Erickson, K.B.1
  • 8
    • 0032024909 scopus 로고    scopus 로고
    • On the rate of growth of the overshoot and the maximum partial sum
    • Griffin, P. S., and Maller, R. A. (1998). On the rate of growth of the overshoot and the maximum partial sum. Adv. Appl. Prob. 30, (1998), 181-196.
    • (1998) Adv. Appl. Prob. , vol.30 , Issue.1998 , pp. 181-196
    • Griffin, P.S.1    Maller, R.A.2
  • 9
    • 0001274342 scopus 로고
    • The limit points of a normalized random walk
    • Kesten, H. (1970). The limit points of a normalized random walk. Ann. Math. Statist. 41, 1173-1205.
    • (1970) Ann. Math. Statist. , vol.41 , pp. 1173-1205
    • Kesten, H.1
  • 10
    • 0000000521 scopus 로고
    • Ratios of trimmed sums and order statistics
    • Kesten, H., and Maller, R. A. (1992). Ratios of trimmed sums and order statistics. Ann. Probab. 20, 1805-1842.
    • (1992) Ann. Probab. , vol.20 , pp. 1805-1842
    • Kesten, H.1    Maller, R.A.2
  • 11
    • 0000219650 scopus 로고
    • Infinite limits and infinite limit points for random walks and trimmed sums
    • Kesten, H., and Maller, R. A. (1994). Infinite limits and infinite limit points for random walks and trimmed sums. Ann. Probab. 22, 1473-1513.
    • (1994) Ann. Probab. , vol.22 , pp. 1473-1513
    • Kesten, H.1    Maller, R.A.2
  • 12
    • 0003334918 scopus 로고    scopus 로고
    • Two renewal theorems for random walks tending to infinity
    • Kesten, H., and Maller, R. A. (1996). Two renewal theorems for random walks tending to infinity. Probab. Theory Related Fields 106, 1-38.
    • (1996) Probab. Theory Related Fields , vol.106 , pp. 1-38
    • Kesten, H.1    Maller, R.A.2
  • 13
    • 0005459138 scopus 로고    scopus 로고
    • Random walks crossing power law boundaries
    • Kesten, H., and Maller, R. A. (1998). Random walks crossing power law boundaries. Studia Sci. Math. Hungar. 34, 219-252.
    • (1998) Studia Sci. Math. Hungar. , vol.34 , pp. 219-252
    • Kesten, H.1    Maller, R.A.2
  • 14
    • 0032273554 scopus 로고    scopus 로고
    • Random walks crossing high level curved boundaries
    • Kesten, H., and Maller, R. A. (1998). Random walks crossing high level curved boundaries. J. Theoret. Probab. 11, 1019-1074.
    • (1998) J. Theoret. Probab. , vol.11 , pp. 1019-1074
    • Kesten, H.1    Maller, R.A.2
  • 15
    • 0033227422 scopus 로고    scopus 로고
    • Stability and other limit laws for exit times from a strip or half-plane
    • Kesten, H., and Maller, R. A. (1999). Stability and other limit laws for exit times from a strip or half-plane. Ann. Inst. Henri Poincaré 35, 685-734.
    • (1999) Ann. Inst. Henri Poincaré , vol.35 , pp. 685-734
    • Kesten, H.1    Maller, R.A.2
  • 17
    • 0009029434 scopus 로고
    • Relative stability and the strong law of numbers
    • Maller, R. A. (1978). Relative stability and the strong law of numbers. Z. Wahrsch. Verw. Gebiete 43, 141-148.
    • (1978) Z. Wahrsch. Verw. Gebiete , vol.43 , pp. 141-148
    • Maller, R.A.1
  • 19
    • 0001616391 scopus 로고
    • The growth of random walks and Lévy processes
    • Pruitt, W. E. (1981). The growth of random walks and Lévy processes. Ann. Probab. 9, 948-956.
    • (1981) Ann. Probab. , vol.9 , pp. 948-956
    • Pruitt, W.E.1
  • 20
    • 0009903957 scopus 로고
    • Local behaviour of processes with independent increments
    • Rogozin, B. A. (1968). Local behaviour of processes with independent increments. Theor. Prob. Appl. 13, 482-486.
    • (1968) Theor. Prob. Appl. , vol.13 , pp. 482-486
    • Rogozin, B.A.1
  • 21
    • 13644254617 scopus 로고    scopus 로고
    • Basic results on Lévy processes
    • Barndorff-Nielsen, O. E., Mikosch, T., Resnick, S. (eds.), Birkhaüser, Boston
    • Sato, K. (2001). Basic results on Lévy processes. In Barndorff-Nielsen, O. E., Mikosch, T., Resnick, S. (eds.), Lévy Processes, Theory and Applications, Birkhaüser, Boston.
    • (2001) Lévy Processes, Theory and Applications
    • Sato, K.1
  • 22
    • 0040536300 scopus 로고
    • On local properties of processes with independent increments
    • Shtatland, E. S. (1965). On local properties of processes with independent increments. Theor. Prob. Appl. 10, 317-322.
    • (1965) Theor. Prob. Appl. , vol.10 , pp. 317-322
    • Shtatland, E.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.