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

zbMATH Keywords

regular variationempirical processstable processpoint process convergenceSkorokhod \(J_{1}\) topologyfunctional convergencerenewal-reward process

Mathematics Subject Classification ID

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

An invariance principle for sums and record times of regularly varying stationary sequences, Stable Lévy motion with values in the Skorokhod space: construction and approximation

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