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

DOI10.1007/s10687-017-0288-2zbMath1379.60037arXiv1610.06312MaRDI 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 theorem; perturbed random walk; perpetuity; \(J_1\)-topology; \(M_1\)-topology

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60F17: Functional limit theorems; invariance principles

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