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Convex rearrangements of Lévy processes

  • Youri Davydov (a1) and Emmanuel Thilly (a2)

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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Keywords

Convex rearrangements of Lévy processes

  • Youri Davydov (a1) and Emmanuel Thilly (a2)

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