{"paper":{"title":"Discretization error for a two-sided reflected L\\'evy process","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Jevgenijs Ivanovs, S{\\o}ren Asmussen","submitted_at":"2017-08-13T18:06:01Z","abstract_excerpt":"An obvious way to simulate a L\\'evy process $X$ is to sample its increments over time $1/n$, thus constructing an approximating random walk $X^{(n)}$. This paper considers the error of such approximation after the two-sided reflection map is applied, with focus on the value of the resultant process $Y$ and regulators $L,U$ at the lower and upper barriers at some fixed time. Under the weak assumption that $X_\\varepsilon/a_\\varepsilon$ has a non-trivial weak limit for some scaling function $a_\\varepsilon$ as $\\varepsilon\\downarrow 0$, it is proved in particular that $(Y_1-Y^{(n)}_n)/a_{1/n}$ con"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1708.03948","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}