Conjugate \(\pi\)-variation and process inversion

DOI10.1214/aop/1176994895zbMath0428.60033OpenAlexW2093814829MaRDI QIDQ1137305

Laurens De Haan, Sidney I. Resnick

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994895

zbMATH Keywords

weak convergencerenewal processesconjugate transformationextremal processfirst passage processespi-variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)

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