Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \(M_1\)-topology

DOI10.1007/s10687-017-0288-2zbMath1379.60037arXiv1610.06312OpenAlexW2536585939MaRDI QIDQ1692079

Andrey Yu. Pilipenko, Aleksander M. Iksanov, Igor V. Samoilenko

Publication date: 26 January 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.06312

zbMATH Keywords

functional limit theoremperturbed random walkperpetuity\(J_1\)-topology\(M_1\)-topology

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17)

Related Items

Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations, A renewal theorem and supremum of a perturbed random walk, Null recurrence and transience of random difference equations in the contractive case, A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the maximum of a perturbed random walk
• Power and exponential moments of the number of visits and related quantities for perturbed random walks
• Convergence to the maximum process of a fractional Brownian motion with shot noise
• Functional limit theorems for divergent perpetuities in the contractive case
• Stochastic-Process Limits
• Renewal Theory for Perturbed Random Walks and Similar Processes
• Limit laws for a stochastic process and random recursion arising in probabilistic modelling
• Weak Convergence of Finite-Dimensional Distributions of the Number of Empty Boxes in the Bernoulli Sieve
• Heavy-Tail Phenomena