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Markov chain approximations to scale functions of Lévy processes

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Figure

Figure 1. The scale functionare consistent with the linear order of convergence predicted by Theorem 1.2
Figure 2. The scale function W for the spectrally negative L´evy process X, asdescribed in Example 6.2; followed by the k-function k of the weak limit (as timegoes to infinity) of the CBI process, whose spectrally positive component is thedual XR = −X of X,

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