Complete convergence theorem for stationary heavy tailed sequences
Probability
2019-07-17 v2
Abstract
For a class of stationary regularly varying and weakly dependent time series, we prove the so-called complete convergence result for the corresponding space-time point processes. As an application of our main theorem, we give a simple proof of the invariance principle for the corresponding partial maximum process.
Cite
@article{arxiv.1508.03520,
title = {Complete convergence theorem for stationary heavy tailed sequences},
author = {Bojan Basrak and Azra Tafro},
journal= {arXiv preprint arXiv:1508.03520},
year = {2019}
}
Comments
10 pages