Regular variation and the functional central limit theorem for heavy tailed random vectors.
Publications de l 'Institut Mathématique. Nouvelle Série, 71(85) (2002), p. 55.
Voir la notice de l'article dans European Digital Mathematics Library
DOI :
10.2298/PIM0271055M
Mots-clés :
martingale, invariance principle, Donsker's theorem, partial sum process, generalized domain of attraction, operator normalization
@article{10_2298_PIM0271055M, author = {Meeschaert, Mark M. and Sepanski, Steven J.}, title = {Regular variation and the functional central limit theorem for heavy tailed random vectors.}, journal = {Publications de l 'Institut Math\'ematique. Nouvelle S\'erie}, pages = {55}, publisher = {mathdoc}, volume = {71(85)}, year = {2002}, doi = {10.2298/PIM0271055M}, zbl = {1029.60019}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.2298/PIM0271055M/} }
TY - JOUR AU - Meeschaert, Mark M. AU - Sepanski, Steven J. TI - Regular variation and the functional central limit theorem for heavy tailed random vectors. JO - Publications de l 'Institut Mathématique. Nouvelle Série PY - 2002 SP - 55 VL - 71(85) PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.2298/PIM0271055M/ DO - 10.2298/PIM0271055M LA - en ID - 10_2298_PIM0271055M ER -
%0 Journal Article %A Meeschaert, Mark M. %A Sepanski, Steven J. %T Regular variation and the functional central limit theorem for heavy tailed random vectors. %J Publications de l 'Institut Mathématique. Nouvelle Série %D 2002 %P 55 %V 71(85) %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.2298/PIM0271055M/ %R 10.2298/PIM0271055M %G en %F 10_2298_PIM0271055M
Meeschaert, Mark M.; Sepanski, Steven J. Regular variation and the functional central limit theorem for heavy tailed random vectors.. Publications de l 'Institut Mathématique. Nouvelle Série, 71(85) (2002), p. 55. doi : 10.2298/PIM0271055M. https://geodesic-test.mathdoc.fr/articles/10.2298/PIM0271055M/
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