On functional versions of the arc-sine law

DOI10.1007/S10959-008-0181-7zbMATH Open1201.60030OpenAlexW2169480853MaRDI QIDQ966497FDOQ966497

Authors: István Berkes, Lajos Horváth, Siegfried Hörmann 

Publication date: 23 April 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-008-0181-7

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zbMATH Keywords

partial sumsextreme-value statisticsweak invariance principlearc-sine law

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Sample path properties (60G17) Stable stochastic processes (60G52)

Cites Work

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• Weak convergence to fractional brownian motion and to the rosenblatt process
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• A universal result in almost sure central limit theory.
• A Combinatorial Lemma and Its Application to Probability Theory
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• On Strong Versions of the Central Limit Theorem
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• A note on the almost sure central limit theorem
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• Weak convergence to extremal processes
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• Spitzer's condition and ladder variables in random walks
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Cited In (10)

• Title not available (Why is that?)
• A THIRD ARC-SINE THEOREM
• Title not available (Why is that?)
• Sample path behaviour in connection with generalized arcsine laws
• Donsker's theorem for self-normalized partial sums processes
• On the Maxima of Random Walks and Stable Processes and the Arc-Sine Law
• Arcsine law and one generalization
• On the arc-sine laws for Lévy processes
• Title not available (Why is that?)
• Convergence Rates to the Arcsine Law

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