On the asymptotic behaviour for increments of homogeneous processes with independent increments
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 36, Tome 535 (2024), pp. 32-39
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We derive new results on an asymptotic behaviour for increments and maximum of increments of homogeneous processes with independent increments from a domain of normal attraction of an asymmetric stable law with exponent from $(1,2)$. Similar result for a maximum of increments of independent random variables sums is obtained as well.
@article{ZNSL_2024_535_a2,
author = {A. S. Bogarev},
title = {On the asymptotic behaviour for increments of homogeneous processes with independent increments},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {32--39},
publisher = {mathdoc},
volume = {535},
year = {2024},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a2/}
}
TY - JOUR AU - A. S. Bogarev TI - On the asymptotic behaviour for increments of homogeneous processes with independent increments JO - Zapiski Nauchnykh Seminarov POMI PY - 2024 SP - 32 EP - 39 VL - 535 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a2/ LA - ru ID - ZNSL_2024_535_a2 ER -
A. S. Bogarev. On the asymptotic behaviour for increments of homogeneous processes with independent increments. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 36, Tome 535 (2024), pp. 32-39. http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a2/