Conditions for a L\'evy process to stay positive near 0, in probability
Abstract
A necessary and sufficient condition for a L\'evy process X to stay positive, in probability, near 0, which arises in studies of Chung-type laws for X near 0, is given in terms of the characteristics of X.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.