In proving limit theorems for some stochastic processes, the following classes of distribution functions were introduced by Chover--Ney--Wainger and Chistyakov F belongs to ([lambda]) if and only if: 1. (i) 2. (ii) for all yreal, 3. (iii)[integral operator][infinity]0...

Distributions of sample quantiles of measurable stochastic processes are important for the purpose of rational pricing of "look-back" options. In this paper we compute the exact tail behavior of the sample quantile distribution for a large class of infinitely divisible stochastic processes with...