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math.PR2012★ 7 cited
Inversions of Levy Measures and the Relation Between Long and Short Time Behavior of Levy Processes
Michael Grabchak
The inversion of a Levy measure was first introduced (under a different name) in Sato 2007. We generalize the definition and give some properties. We then use inversions to derive…
math.PR2012★ 3 cited
Limit Theorems For Sequences of Tempered Stable and Related Distributions
Michael Grabchak
In this paper we define the closure under weak convergence of the class of p-tempered α-stable distributions. We give necessary and sufficient conditions for convergence of sequenc…