Yaglom limits for Lévy processes in the domain of attraction of a stable process

Abstract

統計数理研究所共同研究集会 「無限分解可能過程に関連する諸問題(23)」: 2018/12/13(木)13:15 - 12/15(土)12 : 30, 統計数理研究所3Fセミナー室5Let X be a real valued Lévy process that is in the domain of attraction of a stable law without centering with norming function c: We prove that X conditioned not to hit zero before t has a Yaglom limit as t → ∞

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