Conditions for a L\'evy process to stay positive near 0, in probability
Statistics Theory
2016-06-07 v1 Probability
Statistics Theory
Abstract
A necessary and sufficient condition for a L\'evy process to stay positive, in probability, near 0, which arises in studies of Chung-type laws for near 0, is given in terms of the characteristics of .
Keywords
Cite
@article{arxiv.1606.01633,
title = {Conditions for a L\'evy process to stay positive near 0, in probability},
author = {Ross A. Maller},
journal= {arXiv preprint arXiv:1606.01633},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.3150/15-BEJ716 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)