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                <term xml:lang="en">Lévy processes</term>
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              <p>In this paper we derive a technique for obtaining limit theorems for suprema of Lévy processes from their random walk counterparts. For each &gt;0, let be a sequence of independent and identically distributed random variables and be a Lévy process such that , and as ↓0. Let . Then, under some mild assumptions, , for some random variable and some function Δ(⋅). We utilize this result to present a number of limit theorems for suprema of Lévy processes in the heavy-traffic regime.</p>
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