Median, Concentration and Fluctuation for Lévy Processes

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dc.creatorHoudré, C.
dc.creatorMarchal, P.
dc.date2006-07-03
dc.date.accessioned2026-07-07T07:17:55Z
dc.date.available2026-07-07T07:17:55Z
dc.descriptionWe estimate a median of $f(X_t)$ where $f$ is a Lipschitz function, $X$ is a Lévy process and $t$ an arbitrary time. This leads to concentration inequalities for $f(X_t)$. In turn, corresponding fluctuation estimates are obtained under assumptions typically satisfied if the process has a regular behavior in small time and a, possibly different, regular behavior in large time.
dc.identifierhttps://arxiv.org/abs/math/0607022
dc.identifierhttp://arxiv.org/abs/math/0607022
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/114115
dc.subjectProbability
dc.subject60E07, 60F10, 60G51,60G52
dc.titleMedian, Concentration and Fluctuation for Lévy Processes
dc.typetext

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