The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
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Publication:2249585
DOI10.1007/s00440-013-0504-1zbMath1304.60034arXiv1304.0175MaRDI QIDQ2249585
Olivier Wintenberger, Thomas Mikosch
Publication date: 2 July 2014
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.0175
60F05: Central limit and other weak theorems
60J05: Discrete-time Markov processes on general state spaces
60F10: Large deviations
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