| Precise Asymptotics for Lévy Processes |
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| 作者姓名： | Zhi Shui HU Chun SU |
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| 作者单位： | Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, P. R. China |
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| 基金项目： | This work is supported by the National Natural Science Foundation （Grant No. 10671188） and Special Foundation of USTC |
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| 摘 要： | Let {X（t）, t ≥ 0} be a Lévy process with EX（1） = 0 and EX^2（1） 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X（t）, t 〉 0}. By the way, we prove the corresponding conclusions for strictly stable processes and a general precise asymptotic proposition for sums of i.i.d. random variables.
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| 关 键 词： | 莱维过程 渐近性 稳定过程 Fuk-Nagaev型不等式 |
| 修稿时间： | 2004-12-28 |
Precise Asymptotics for Lévy Processes |
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| Zhi Shui HU Chun SU.Precise Asymptotics for Lévy Processes[J].Acta Mathematica Sinica,2007,23(7):265-1270. |
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| Abstract: | |
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| Keywords: | precise asymptotic Lé vy process stable process Fuk-Nagaev type inequality |
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