Pregled bibliografske jedinice broj: 667233
A Multivariate Functional Limit Theorem in Weak M_1 Topology
A Multivariate Functional Limit Theorem in Weak M_1 Topology // Journal of theoretical probability, 28 (2015), 1; 119-136 doi:10.1007/s10959-013-0510-3 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 667233 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
A Multivariate Functional Limit Theorem in Weak M_1 Topology
Autori
Basrak, Bojan ; Krizmanić, Danijel
Izvornik
Journal of theoretical probability (0894-9840) 28
(2015), 1;
119-136
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Functional limit theorem ; Regular variation ; Stable Levy process ; Weak M_1 topology
Sažetak
We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued cadlag functions endowed with the so-called weak M_1 topology. The theory is illustrated on two examples. In particular, we demonstrate why such an extension of Skorohod's M_1 topology is actually necessary for the limit theorem to hold.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
MZOS-037-0372790-2800 - Statistička analiza slučajnih modela i primjene (Huzak, Miljenko, MZOS ) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb,
Sveučilište u Rijeci, Fakultet za matematiku
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
