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Bibliographic Details
Main Author: Takeda, Shosei
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2503.12564
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Table of 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.