2 papers
math.PR2026
Limit Theorems for Tempered Linear Processes with Innovations in the Domain of Attraction of a Stable Law
Qian Yu
We study the partial-sum behavior of tempered linear processes \[ X_{N,n}=\sum_{j=1}^{\infty}e^{-λ_Nj}\frac{\ell(j)}{j}\varepsilon_{n-j}, \qquad λ_N\downarrow0, \] where i…
math.PR2026
Small ball probability of collision local time for symmetric stable processes
Minhao Hong, Qian Yu
In this article, the small ball probability is obtained for the collision local time of two independent symmetric stable processes with parameters satisfyi…