• Title of article

    Weak convergence of subordinators to extremal processes

  • Author/Authors

    Kella، نويسنده , , Offer and Lِpker، نويسنده , , Andreas، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    10
  • From page
    3122
  • To page
    3131
  • Abstract
    For certain subordinators ( X t ) t ≥ 0 it is shown that the process ( − t log X t s ) s > 0 tends to an extremal process ( η ̂ s ) s > 0 in the sense of convergence of the finite dimensional distributions. Additionally it is also shown that ( z ∧ ( − t log X t s ) ) s ≥ 0 converges weakly to ( z ∧ η ̂ s ) s ≥ 0 in D [ 0 , ∞ ) , the space of càdlàg functions equipped with Skorohod’s J 1 metric.
  • Keywords
    Lévy process , Extremal process , Small-time convergence , Subordinator
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2013
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579038