On functional versions of the arc-sine law

DOI10.1007/S10959-008-0181-7MaRDI QIDQ966497zbMATHOpenAlexFDO

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)

Recommendations

• Donsker's theorem for self-normalized partial sums processes
• scientific article; zbMATH DE number 3878108
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Cites work

• scientific article; zbMATH DE number 3124312 (Why is no real title available?)
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• A Combinatorial Lemma and Its Application to Probability Theory
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• An almost everywhere central limit theorem
• Changes of sign of sums of random variables
• Extremal Processes
• Martingale Central Limit Theorems
• On Strong Versions of the Central Limit Theorem
• Spitzer's condition and ladder variables in random walks
• Weak convergence to extremal processes
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(11)

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

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