Functional Erdős-Rényi laws for Lévy processes
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2017
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| _version_ | 1866914049836449792 |
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| author | Rabenoro, Dimbihery |
| author_facet | Rabenoro, Dimbihery |
| contents | In this paper we establish functional Erdős-Renyi laws for Lévy processes, i.e. limit theorems for sets of functions on [0,1] associated to their increments. First, we determine precise conditions under which, in a general framework, such a convergence is derived from a large deviations principle for probability measures induced by the sample paths of such a process. Then, by checking that these conditions are fulfilled, we obtain, under two usual assumptions on exponential moments, such limit theorems from well-known large deviations principles. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1704_06521 |
| institution | arXiv |
| publishDate | 2017 |
| record_format | arxiv |
| spellingShingle | Functional Erdős-Rényi laws for Lévy processes Rabenoro, Dimbihery Statistics Theory 60F10, 60F15, 60F17 In this paper we establish functional Erdős-Renyi laws for Lévy processes, i.e. limit theorems for sets of functions on [0,1] associated to their increments. First, we determine precise conditions under which, in a general framework, such a convergence is derived from a large deviations principle for probability measures induced by the sample paths of such a process. Then, by checking that these conditions are fulfilled, we obtain, under two usual assumptions on exponential moments, such limit theorems from well-known large deviations principles. |
| title | Functional Erdős-Rényi laws for Lévy processes |
| topic | Statistics Theory 60F10, 60F15, 60F17 |
| url | https://arxiv.org/abs/1704.06521 |