Functional large deviations for multivariate regularly varying random walks

DOI10.1214/105051605000000502zbMath1166.60309arXivmath/0602460OpenAlexW3098954966MaRDI QIDQ2496504

Gennady Samorodnitsky, Thomas Mikosch, Filip Lindskog, Henrik Hult

Publication date: 10 July 2006

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602460

zbMATH Keywords

functional limit theorems random walks regular variation large deviations

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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