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Convex rearrangements of Lévy processes
Published online by Cambridge University Press: 31 March 2007
Abstract
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 + with exponent α ∈ (1,2).
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- © EDP Sciences, SMAI, 2007
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