Article ID Journal Published Year Pages File Type
1155645 Stochastic Processes and their Applications 2013 10 Pages PDF
Abstract
For certain subordinators (Xt)t≥0 it is shown that the process (−tlogXts)s>0 tends to an extremal process (η̂s)s>0 in the sense of convergence of the finite dimensional distributions. Additionally it is also shown that (z∧(−tlogXts))s≥0 converges weakly to (z∧η̂s)s≥0 in D[0,∞), the space of càdlàg functions equipped with Skorohod's J1 metric.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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