Darling--Erd\H{o}s theorem for L\'evy processes at zero
Probability
2019-06-18 v1
Abstract
We establish two equivalent versions of the Darling--Erd\H{o}s theorem for L\'evy processes in the domain of attraction of a stable process at zero with index . In the course of our proof we obtain a number of maximal and exponential inequalities for general L\'evy processes, which should be of separate interest.
Keywords
Cite
@article{arxiv.1906.06688,
title = {Darling--Erd\H{o}s theorem for L\'evy processes at zero},
author = {Peter Kevei and David Mason},
journal= {arXiv preprint arXiv:1906.06688},
year = {2019}
}