scholarly journals Invariance principles for local times at the maximum of random walks and Lévy processes

2010 ◽  
Vol 38 (4) ◽  
pp. 1368-1389 ◽  
Author(s):  
L. Chaumont ◽  
R. A. Doney
Keyword(s):  
Random Walks ◽  
Lévy Processes ◽  
Levy Processes ◽  
Local Times ◽  
Invariance Principles

scholarly journals Lifting Lévy processes to hyperfinite random walks

2006 ◽  
Vol 130 (8) ◽  
pp. 697-706 ◽  
Author(s):  
Sergio Albeverio ◽  
Frederik S. Herzberg
Keyword(s):  
Random Walks ◽  
Lévy Processes ◽  
Levy Processes

scholarly journals Sample path large deviations for Lévy processes and random walks with Weibull increments

2020 ◽  
Vol 30 (6) ◽  
pp. 2695-2739
Author(s):  
Mihail Bazhba ◽  
Jose Blanchet ◽  
Chang-Han Rhee ◽  
Bert Zwart
Keyword(s):  
Large Deviations ◽  
Random Walks ◽  
Lévy Processes ◽  
Sample Path ◽  
Levy Processes ◽  
Sample Path Large Deviations
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