An invariance principle for sums and record times of regularly varying stationary sequences
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Publication:1626622
DOI10.1007/s00440-017-0822-9zbMath1404.60043arXiv1609.00687OpenAlexW2962710074MaRDI QIDQ1626622
Hrvoje Planinić, Bojan Basrak, Philippe Soulier
Publication date: 21 November 2018
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.00687
Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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