Convex rearrangements of Lévy processes

Davydov, Youri; Thilly, Emmanuel

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

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