Conditions for a L\'evy process to stay positive near 0, in probability
classification
🧮 math.ST
math.PRstat.TH
keywords
nearpositiveprobabilityprocessstayarisescharacteristicschung-type
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A necessary and sufficient condition for a L\'evy process $X$ to stay positive, in probability, near 0, which arises in studies of Chung-type laws for $X$ near 0, is given in terms of the characteristics of $X$.
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