On functional versions of the arc-sine law

DOI10.1007/S10959-008-0181-7MaRDI QIDQ966497zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(11)

• scientific article; zbMATH DE number 3878108 (Why is no real title available?)
• A THIRD ARC-SINE THEOREM
• Sample path behaviour in connection with generalized arcsine laws
• Donsker's theorem for self-normalized partial sums processes
• scientific article; zbMATH DE number 936376 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3951672 (Why is no real title available?)
• On Doney's striking factorization of the arc-sine law
• Convergence Rates to the Arcsine Law

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