R. Doney

activity

20042023

most citedThe asymptotic behavior of densities related to the supremum of a stable process

32 citations · 144 across the 14 of their papers we have counts for

collaborators

Showing 2009Show all

2 papers · 1 filter

math.PR2009★ 3 cited

Right inverses of Lévy processes

Ron Doney, Mladen Savov

We call a right-continuous increasing process $K_{x}$ a partial right inverse (PRI) of a given Lévy process $X$ if $X_{K_{x}} = x$ for at least all $x$ in some random interval $[0, ζ)$ of…

math.PR2009★ 1 cited

Invariance principles for local times at the supremum of random walks and Lévy processes

Loïc Chaumont, Ron Arthur Doney

We prove that when a sequence of Lévy processes $X^{(n)}$ or a normed sequence of random walks $S^{(n)}$ converges a.s. on the Skorokhod space toward a Lévy process $X$ , the sequen…