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math.PR2011
Functional limit theorems for Lévy processes satisfying Cramér's condition
Matyas Barczy, Jean Bertoin
We consider a Lévy process that starts from and conditioned on having a positive maximum. When Cramér's condition holds, we provide two weak limit theorems as …
math.PR2011
The area of a self-similar fragmentation
Jean Bertoin
We consider the area $A=\int_0^{\infty}\left(\sum_{i=1}^{\infty} X_i(t)\right) \d t$ of a self-similar fragmentation process $\X=(\X(t), t\geq 0)$ with negative index. We character…