The growth of additive processes
Abstract
Let be any additive process in There are finite indices and a function , all of which are defined in terms of the characteristics of , such that \liminf_{t\to0}u(t)^{-1/\eta}X_t^*= \cases{0, \quad if , \cr\infty, \quad if ,} \limsup_{t\to0}u(t)^{-1/\eta}X_t^*= \cases{0, \quad if , \cr\infty, \quad if ,}\qquad {a.s.}, where When is a L\'{e}vy process with , , and This is a special case obtained by Pruitt. When is not a L\'{e}vy process, its characteristics are complicated functions of . However, there are interesting conditions under which becomes sharp to achieve ,
Cite
@article{arxiv.0707.3886,
title = {The growth of additive processes},
author = {Ming Yang},
journal= {arXiv preprint arXiv:0707.3886},
year = {2011}
}
Comments
Published at http://dx.doi.org/10.1214/009117906000000593 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)