Convex hulls of regularly varying processes

DOI10.1007/s10958-014-1842-yzbMath1322.60032OpenAlexW2075131758MaRDI QIDQ2253977

Clément Dombry, Yu. A. Davydov

Publication date: 16 February 2015

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-014-1842-y

zbMATH Keywords

stabilitylimit theoremconvex hullsregularly varying processes

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99)

Related Items (2)

On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema ⋮ Convex hulls of stable random walks

Cites Work

• On convex hull of Gaussian samples
• On the convergence of LePage series in Skorokhod space
• Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
• Strictly stable distributions on convex cones
• An introduction to the theory of point processes
• Extreme value theory for space-time processes with heavy-tailed distributions
• Extremal behavior of regularly varying stochastic processes
• Regular variation for measures on metric spaces
• Theory of Random Sets
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