Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
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Publication:1613594
DOI10.1016/S0304-4149(99)00078-2zbMath0997.60031MaRDI QIDQ1613594
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
invariance principleLévy processsequential order statisticsinfinitely divisible lawextremal processes
Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17)
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Cites Work
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