  Using the Wiener-Hopf factorization, it is shown that it is possible to bound
the path of an arbitrary Levy process above and below by the paths of two
random walks. These walks have the same step distribution, but different random
starting points. In principle, this allows one to deduce Levy process versions
of many known results about the large-time behavior of random walks. This is
illustrated by establishing a comprehensive theorem about Levy processes which
converge to \infty in probability.
