On functional versions of the arc-sine law

DOI10.1007/S10959-008-0181-7zbMath1201.60030OpenAlexW2169480853MaRDI QIDQ966497

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

weak invariance principlepartial sumsextreme-value statisticsarc-sine law

Mathematics Subject Classification ID

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

Cites Work

• A note on the almost sure central limit theorem
• Weak convergence to extremal processes
• Spitzer's condition and ladder variables in random walks
• A universal result in almost sure central limit theory.
• Changes of sign of sums of random variables
• A Combinatorial Lemma and Its Application to Probability Theory
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Extremal Processes
• Martingale Central Limit Theorems
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