Abstract
We prove universality of the Yaglom limit of Lipschitz cones among all unimodal Lévy processes sufficiently close to the isotropic α-stable Lévy process.
On prouve l’universalité de la limite de Yaglom dans les cônes de Lipschitz parmi tous les processus de Lévy unimodaux suffisamment proches du processus de Lévy isotrope α-stable.
Funding Statement
Gavin Armstrong, Tomasz Grzywny and Łukasz Leżaj were partially supported by the National Science Centre (Poland): grant 2016/23/B/ST1/01665. Krzysztof Bogdan was partially supported by the National Science Centre (Poland): grant 2017/27/B/ST1/01339. Longmin Wang was partially supported by the National Natural Science Foundation of China: Grant 11801283.
Citation
Gavin Armstrong. Krzysztof Bogdan. Tomasz Grzywny. Łukasz Leżaj. Longmin Wang. "Yaglom limit for unimodal Lévy processes." Ann. Inst. H. Poincaré Probab. Statist. 59 (3) 1688 - 1721, August 2023. https://doi.org/10.1214/22-AIHP1301
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