English

Stable limits for associated regularly varying sequences

Probability 2019-10-29 v1

Abstract

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a stable, non-Gaussian limit. The obtained limit theorem admits a natural extension to the functional convergence in Skorokhod's M1M_1 topology.

Keywords

Cite

@article{arxiv.1910.12255,
  title  = {Stable limits for associated regularly varying sequences},
  author = {Adam Jakubowski},
  journal= {arXiv preprint arXiv:1910.12255},
  year   = {2019}
}

Comments

Dedicated to Professor Vygantas Paulauskas

R2 v1 2026-06-23T11:56:13.108Z