English
Related papers

Related papers: Penalising symmetric stable L\'evy paths

200 papers

We consider different limit theorems for additive and multiplicative free L\'evy processes. The main results are concerned with positive and unitary multiplicative free L\'evy processes at small time, showing convergence to log free stable…

Probability · Mathematics 2018-10-05 Octavio Arizmendi , Takahiro Hasebe

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…

Probability · Mathematics 2016-03-25 Andreas Basse-O'Connor , Raphaël Lachièze-Rey , Mark Podolskij

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

Statistics Theory · Mathematics 2022-08-17 Fabian Mies , Mark Podolskij

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

Probability · Mathematics 2012-10-12 Bojan Basrak , Danijel Krizmanić , Johan Segers

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases.…

Probability · Mathematics 2013-11-18 Anatoliy Malyarenko

Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric L\'{e}vy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the L\'{e}vy exponent $\psi(\la)$ is regularly varying at zero with index $1<\beta\leq 2$, and satisfies…

Probability · Mathematics 2009-09-08 Michael B. Marcus , Jay Rosen

In this paper we obtain new limit theorems for variational functionals of high frequency observations of stationary increments L\'evy driven moving averages. We will see that the asymptotic behaviour of such functionals heavily depends on…

Probability · Mathematics 2018-06-28 Andreas Basse-O'Connor , Claudio Heinrich , Mark Podolskij

A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.

Probability · Mathematics 2011-09-16 Arno Berger , Steven N. Evans

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…

Probability · Mathematics 2015-06-23 Andreas Basse-O'Connor , Raphaël Lachièze-Rey , Mark Podolskij

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

Probability · Mathematics 2012-04-02 Ingemar Kaj , Anders Martin-Löf

The L2-approximation of occupation and local times of a symmetric $\alpha$-stable L{\'e}vy process from high frequency discrete time observations is studied. The standard Riemann sum estimators are shown to be asymptotically efficient when…

Probability · Mathematics 2021-08-27 Randolf Altmeyer , Ronan Le Guével

In this paper, we prove two limit laws for functionals of self-intersection symmetric alpha-stable processes with alpha\in(1,2). The results are obtained based on the method of moments, the sample configuration and the chaining argument…

Probability · Mathematics 2022-10-31 Minhao Hong , Qian Yu

Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric L\'{e}vy processes. The most interesting case is that of the symmetric…

Probability · Mathematics 2007-05-23 Paavo Salminen , Marc Yor

In this paper, we shall introduce the Tanaka formula from viewpoint of the Doob-Meyer decomposition. For symmetric L\'evy processes, if the local time exists, Salminen and Yor (2007) obtained the Tanaka formula by using the potential…

Probability · Mathematics 2016-09-02 Hiroshi Tsukada

Under proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M_1-topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric…

Probability · Mathematics 2013-08-27 Enrico Scalas , Noèlia Viles

We study some limit theorems for the normalized law of integrated Brownian motion perturbed by several examples of functionals: the first passage time, the nth passage time, the last passage time up to a finite horizon and the supremum. We…

Probability · Mathematics 2013-07-05 Christophe Profeta

Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric…

Probability · Mathematics 2014-10-07 Luis Acuna Valverde

Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…

Probability · Mathematics 2015-03-24 Xiequan Fan , Jacques Lévy Véhel

We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…

Probability · Mathematics 2025-01-22 Yuliia Mishura , René L. Schilling

For symmetric L\'evy processes, if the local times exist, the Tanaka formula has already constructed via the techniques in the potential theory by Salminen and Yor (2007). In this paper, we study the Tanaka formula for arbitrary strictly…

Probability · Mathematics 2017-02-03 Hiroshi Tsukada