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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2024 Volume 535, Pages 32–39 (Mi znsl7484)

On the asymptotic behaviour for increments of homogeneous processes with independent increments

A. S. Bogarev

Saint Petersburg State University

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.

UDC: 519.2

Received: 15.10.2024



© Steklov Math. Inst. of RAS, 2025