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
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