Abstract:
We derive new results on an asymptotic behaviour for increments and maximum of increments of homogeneous processes with independent increments from a domain of normal attraction of an asymmetric stable law with exponent from $(1,2)$. Similar result for a maximum of increments of independent random variables sums is obtained as well.
Key words and phrases:increments of homogeneous processes with independent increments, Csérgé–Revesz laws, domains of normal attraction of an asymmetric stable law.