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On functional weak convergence for partial sum processes


 
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1. Title Title of document On functional weak convergence for partial sum processes
 
2. Creator Author's name, affiliation, country Danijel Krizmanic; University of Rijeka; Croatia
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) extremal index; functional limit theorem; regular variation; Skorohod J_1 topology; strong mixing; weak convergence
 
3. Subject Subject classification 60F17; 60G52; 60G70
 
4. Description Abstract For a strictly stationary sequence of regularly varying random variables we study functional weak convergence of partial sum processes in the space $D[0,1]$ with the $J_{1}$ topology. Under the strong mixing condition, we identify necessary and sufficient conditions for such convergence in terms of the corresponding extremal index. We also give conditions under which the regular variation property is a necessary condition for this functional convergence in the case of weak dependence.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-08-26
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3686
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3686
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
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