Pregled bibliografske jedinice broj: 711101
On functional weak convergence for partial sum processes
On functional weak convergence for partial sum processes // Electronic Communications in Probability, 19 (2014), 60-1 doi:10.1214/ECP.v19-3686 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 711101 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On functional weak convergence for partial sum processes
Autori
Krizmanić, Danijel
Izvornik
Electronic Communications in Probability (1083-589X) 19
(2014);
60-1
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
extremal index; functional limit theorem; regular variation; Skorohod J1 topology; strong mixing; weak convergence
Sažetak
For a strictly stationary sequence of regularly varying random variables we study functional weak convergence of partial sum processes in the space D[0, 1] with the J_1 topology. Under the strong mixing condition, we identify necessary and sufficient conditions for such convergence in terms of the corresponding extremal index. We also give conditions under which the regular variation property is a necessary condition for this functional convergence in the case of weak dependence.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Ustanove:
Sveučilište u Rijeci, Fakultet za matematiku
Profili:
Danijel Krizmanić
(autor)
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
