Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
The Glivenko-Cantelli-type asymptotic behaviour of the generalized Lorenz curves based on a stationary ergodic sequence of random variables with (additive or multiplicative) deterministic noise is considered. As a consequence, a description of the set of limiting curves of the convexifications of stochastic processes with stationary increments and deterministic trends is obtained.
scientific article; zbMATH DE number 1906966