Geodesic
Convex rearrangements of Lévy processes
ESAIM: Probability and Statistics, Tome 11 (2007), pp. 161-172

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In this paper we study asymptotic behavior of convex rearrangements of Lévy processes. In particular we obtain Glivenko-Cantelli-type strong limit theorems for the convexifications when the corresponding Lévy measure is regularly varying at 0 + with exponent α∈(1,2).

DOI : 10.1051/ps:2007011
Classification : 60G51, 60G52, 60G17
Keywords: convex rearrangements, Lévy processes, strong laws, Lorenz curve, regularly varying functions 
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     title = {Convex rearrangements of {L\'evy} processes},
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Davydov, Youri; Thilly, Emmanuel. Convex rearrangements of Lévy processes. ESAIM: Probability and Statistics, Tome 11 (2007), pp. 161-172. doi: 10.1051/ps:2007011

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