Precise Asymptotics for Lévy Processes

被引：2

作者：

Zhi Shui HU ^{[1
]}

Chun SU ^{[1
]}

机构：

[1] Department of Statistics and Finance,University of Science and Technology of China

来源：

Acta Mathematica Sinica,English Series | 2007年 / 23卷 / 07期

关键词：

precise asymptotic; Lévy process; stable process; Fuk-Nagaev type inequality;

D O I：

暂无

中图分类号：

O211.6 [随机过程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let{X(t),t≥0}be a Lévy process with EX(1)=0 and EX~2(1)<∞.In this paper,weshall give two precise asymptotic theorems for{X(t),t≥0}.By the way,we prove the correspondingconclusions 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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