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Convex rearrangements of Lévy processes

Youri Davydov, Emmanuel Thilly (2007)

ESAIM: Probability and Statistics

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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