Non-asymptotic control of the cumulative distribution function of L\'evy processes
Probability
2020-03-23 v1 Statistics Theory
Statistics Theory
Abstract
We propose non-asymptotic controls of the cumulative distribution function , for any , and any L\'evy process such that its L\'evy density is bounded from above by the density of an -stable type L\'evy process in a neighborhood of the origin. The results presented are non-asymptotic and optimal, they apply to a large class of L\'evy processes.
Keywords
Cite
@article{arxiv.2003.09281,
title = {Non-asymptotic control of the cumulative distribution function of L\'evy processes},
author = {Céline Duval and Ester Mariucci},
journal= {arXiv preprint arXiv:2003.09281},
year = {2020}
}