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

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 $\alpha \in \left(1,2\right)$.

DOI : https://doi.org/10.1051/ps:2007011
Classification : 60G51,  60G52,  60G17
Mots clés : 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. http://www.numdam.org/articles/10.1051/ps:2007011/

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