From the 1 of 4 linked papers with an AI index.
4 papers
Improved bounds on the inradius and inverse inradius process of the convex hull of planar Brownian motion
David Kramer-Bang, Hugo Panzo, Stjepan Å ebek
The paper derives improved bounds for the expected inradius and inverse inradius of the convex hull of planar Brownian motion, providing closed‑form expressions for related range s…
Multivariate CLT for Lévy processes: convergence rates without moment assumptions
Jorge González Cázares, David Kramer-Bang, Aleksandar MijatoviÄ
We prove that the norm of a -dimensional Lévy process possesses a finite second moment if and only if the convex distance between an appropriately rescaled process at time …
Rates of convergence for multivariate SDEs driven by Lévy processes in the small-time stable domain of attraction
Jorge González Cázares, David Kramer-Bang
This paper explores the rates of convergence of solutions for multivariate stochastic differential equations (SDEs) driven by Lévy processes within the small-time stable domain of…
Asymptotically optimal Wasserstein couplings for the small-time stable domain of attraction
Jorge González Cázares, David Kramer-Bang, Aleksandar MijatoviÄ
We develop two novel couplings between general pure-jump Lévy processes in and apply them to obtain upper bounds on the rate of convergence in an appropriate Wasserstein di…