A multivariate functional limit theorem in weak \(M_1\) topology
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Publication:2346974
DOI10.1007/s10959-013-0510-3zbMath1316.60045arXiv1308.3624OpenAlexW2001631467MaRDI QIDQ2346974
Bojan Basrak, Danijel Krizmanić
Publication date: 26 May 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.3624
Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (5)
Extended Mean Field Games with Singular Controls ⋮ On joint weak convergence of partial sum and maxima processes ⋮ A complete convergence theorem for stationary regularly varying multivariate time series ⋮ Weak convergence of multivariate partial maxima processes ⋮ On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology
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