Regular variation and the functional central limit theorem for heavy tailed random vectors (Q4435069)

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scientific article; zbMATH DE number 2010120
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Regular variation and the functional central limit theorem for heavy tailed random vectors
scientific article; zbMATH DE number 2010120

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    Regular variation and the functional central limit theorem for heavy tailed random vectors (English)
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    26 November 2003
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    martingale
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    invariance principle
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    Donsker's theorem
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    partial sum process
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    generalized domain of attraction
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    operator normalization
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