Precise asymptotics for Levy processes

被引：1

作者：

Hu, Zhi Shui ^{[1
]}

Su, Chun ^{[1
]}

机构：

[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2007年 / 23卷 / 07期

关键词：

precise asymptotic; Levy process; stable process; Fuk-Nagaev type inequality; LARGE NUMBERS; PROBABILITY; SUPPLEMENT; LAW;

D O I：

10.1007/s10114-005-0868-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Let {X(t), t >= 0} be a Levy process with EX(1) = 0 and EX2(1) < infinity. In this paper, we shall give two precise asymptotic theorems for {X(t), t >= 0}. By the way, we prove the corresponding conclusions for strictly stable processes and a general precise asymptotic proposition for sums of i.i.d. random variables.

引用

页码：1265 / 1270

页数：6

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