Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836)

The authors study the asymptotic behaviour of the appropriately centered and scaled partial sum process of a strongly stationary sequence of real variables. Generalizing a result by \textit{K. Bartkiewicz} et al. [Probab. Theory Relat. Fields 150, No. 3--4, 337--372 (2011; Zbl 1231.60017)] they provide sufficient conditions for weak convergence of the finite-dimensional distributions of this process to the corresponding finite-dimensional distributions of a non-Gaussian stable process. The conditions include mixing-type and anti-clustering type conditions. For strongly mixing, strongly stationary, jointly regularly varying sequences some application oriented conditions are given, under which the mixing-type and anti-clustering type conditions hold. As an application, the authors describe the asymptotic behaviour of the finite-dimensional distributions of an aggregation of independent copies of a strongly stationary, subcritical Galton-Watson process with regularly varying immigration, letting the time scale and then the number of copies tend to infinity.