Convergence to Stable Laws in the SpaceD
DOI10.1239/jap/1429282603zbMath1326.60039arXiv1211.4817OpenAlexW2036181127MaRDI QIDQ5252233
Philippe Soulier, François Roueff
Publication date: 29 May 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.4817
regular variationempirical processstable processpoint process convergenceSkorokhod \(J_{1}\) topologyfunctional convergencerenewal-reward process
Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the convergence of LePage series in Skorokhod space
- Strictly stable distributions on convex cones
- On convergence toward an extreme value distribution in \(C[0,1\)]
- On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
- Extreme value theory for space-time processes with heavy-tailed distributions
- Extremal behavior of regularly varying stochastic processes
- Stochastic-Process Limits
- Regular variation for measures on metric spaces
- Point processes, regular variation and weak convergence
- Some Useful Functions for Functional Limit Theorems
- Asymptotic independence and a network traffic model
- An Introduction to the Theory of Point Processes