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;
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
收藏
页码：1265 / 1270
页数：6
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