期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2014
卷号：XI
页码：631-642
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：Let Vt be a driftless subordinator, and let denote m(1)t m(2)t : : :its jump sequence on interval [0; t]. Put V (k)t = Vt m(1)t : : : m(k)t for thek-trimmed subordinator. In this note we characterize under what conditions thelimiting distribution of the ratios V (k)t =m(k+1)t and m(k+1)t =m(k)t exist, as t # 0 ort ! 1.
关键词：Subordinator; Jump sequence; Levy process; Regular variation;Tauberian theorem.
