Keywords: قضیه محدودیت عملکرد; Functional limit theorem; Regular variation; Stable Lévy process; Extremal process; M2 topology; Linear process;
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Keywords: قضیه محدودیت عملکرد; primary; 60F17; secondary; 60J80; Extremal process; Functional limit theorem; Galton-Watson process with immigration; Perpetuity;
Weak convergence of multivariate partial maxima processes
Keywords: قضیه محدودیت عملکرد; 60F17; 60G52; 60G70; Functional limit theorem; Regular variation; Weak M1 topology; Extremal process; Weak convergence; Multivariate GARCH;
Keywords: قضیه محدودیت عملکرد; Zeros of random analytic functions; Random trigonometric polynomials; Functional limit theorem;
Limit theorems for random walks
Keywords: قضیه محدودیت عملکرد; Asymptotic formula; Random walk; Regular variation; Subordination; Strong ratio limit theorem; Functional limit theorem;
Keywords: قضیه محدودیت عملکرد; 60G50; 60F17Random walks; Functional limit theorem
Keywords: قضیه محدودیت عملکرد; Functional limit theorem; Perturbed random walk;
A note on Riemann-Liouville processes
Keywords: قضیه محدودیت عملکرد; Branching particle system; Functional limit theorem; Occupation time; Riemann-Liouville process;
A limit theorem for moving averages in the αα-stable domain of attraction
Keywords: قضیه محدودیت عملکرد; Functional limit theorem; Regular variation; Stable Lévy process; M2M2 topology; Moving average process
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process
Keywords: قضیه محدودیت عملکرد; primary; 60G50; 60F17; 33E12; 26A33; Skorokhod space; J1-topology; M1-topology; Fractional Poisson process; Stable subordinator; Inverse stable subordinator; Renewal process; Mittag-Leffler waiting time; Continuous time random walk; Functional Limit Theor
Subcritical branching processes in a random environment without the Cramer condition
Keywords: قضیه محدودیت عملکرد; 60J80; 60K37; 60G50; 60F17Branching process; Random environment; Random walk; Survival probability; Functional limit theorem
Fluctuation limits of site-dependent branching systems in critical and large dimensions
Keywords: قضیه محدودیت عملکرد; 60F17; 60J80; Functional limit theorem; Occupation time fluctuation; Branching particle system;
Functional limit theorems for linear processes in the domain of attraction of stable laws
Keywords: قضیه محدودیت عملکرد; 60F05; 60F17; Lévy stable processes; Functional limit theorem; Skorohod topologies; Ï-mixing;
Convergence to Lévy stable processes under some weak dependence conditions
Keywords: قضیه محدودیت عملکرد; 60F17; 60F05; 60G51; 60G55Lévy stable processes; Poisson point processes; Functional limit theorem; Skorohod topology; Strong mixing
Functional limit theorems for renewal shot noise processes with increasing response functions
Keywords: قضیه محدودیت عملکرد; Continuous mapping theorem, fractionally integrated (inverse) stable process; Functional limit theorem; M1M1 topology; Renewal shot noise process; Spectrally negative stable process
Extremes of space–time Gaussian processes
Keywords: قضیه محدودیت عملکرد; primary, 60G15, 60G70; secondary, 60G60, 60F17Extremes; Gaussian processes; Space–time processes; Pickands method; Max-stable processes; Empirical process; Functional limit theorem
Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
Keywords: قضیه محدودیت عملکرد; primary, 60J55; secondary, 60J60, 60G51, 60G52Occupation times; Arc-sine law; Lamperti laws; Brox model; Random environments; Feller generator; Functional limit theorem
Change point estimators by local polynomial fits under a dependence assumption
Keywords: قضیه محدودیت عملکرد; 62G07; 60F05αα-mixing; Change point; Functional limit theorem; Local polynomial fits; Random design model
Functional limit theorems for the infinite series of OU processes in Hölder norm
Keywords: قضیه محدودیت عملکرد; Ornstein–Uhlenbeck process; Stationary Gaussian process; Functional limit theorem; Functional law of the iterated logarithm; Functional modulus of continuity; Large deviation probability
Functional limit theorems for strongly subcritical branching processes in random environment
Keywords: قضیه محدودیت عملکرد; 60J80; secondary 60G50; 60F17; Branching process; Random environment; Random walk; Change of measure; Positive recurrent Markov chain; Functional limit theorem;
Extremal behavior of regularly varying stochastic processes
Keywords: قضیه محدودیت عملکرد; 60F17; 60G17; secondary 60G07; 60G70; Regular variation; Extreme values; Functional limit theorem; Markov processes;