Exact Edgeworth expansion for a Lévy process

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dc.creatorTikanmäki, Heikki J.
dc.date2008-05-28
dc.date2008-09-15
dc.date.accessioned2026-07-07T10:02:27Z
dc.date.available2026-07-07T10:02:27Z
dc.descriptionThe one dimensional distribution of a Lévy process is not known in general even though its characteristic function is given by the famous Lévy-Khinchine theorem. This article gives an exact series representation for the one dimensional distribution of a Lévy process satisfying certain moment conditions. Moreover, this work clarifies an old result by Cramér on Edgeworth expansions for the distribution function of a Lévy process.
dc.identifierhttps://arxiv.org/abs/0805.4332
dc.identifierhttp://arxiv.org/abs/0805.4332
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/168977
dc.subjectProbability
dc.subject60G51
dc.titleExact Edgeworth expansion for a Lévy process
dc.typetext

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