Supremum penalizations for Lévy processes
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2025
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866909538918072320 |
|---|---|
| author | Takeda, Shosei |
| author_facet | Takeda, Shosei |
| contents | Several long-time limit theorems of one-dimensional Lévy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called exponential clock and constant clock, respectively. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_12564 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Supremum penalizations for Lévy processes Takeda, Shosei Probability 60F05 (Primary) 60G51, 60J25 (Secondary) Several long-time limit theorems of one-dimensional Lévy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called exponential clock and constant clock, respectively. |
| title | Supremum penalizations for Lévy processes |
| topic | Probability 60F05 (Primary) 60G51, 60J25 (Secondary) |
| url | https://arxiv.org/abs/2503.12564 |