Inversions of Levy Measures and the Relation Between Long and Short Time   Behavior of Levy Processes
  The inversion of a Levy measure was first introduced (under a different name) in Sato 2007. We generalize the definition and give some properties. We then use inversions to derive a relationship between weak convergence of a Levy process to an infinite variance stable distribution when time approaches zero and weak convergence of a different Levy process as time approaches infinity. This allows us to get self contained conditions for a Levy process to converge to an infinite variance stable distribution as time approaches zero. We formulate our results both for general Levy processes and for the important class of tempered stable Levy processes. For this latter class, we give detailed results in terms of their Rosinski measures. 
Michael Grabchak
math.PR