Open AccessRegular variation and the functional central limit theorem for heavy tailed random vectors
Author(s) -
Mark M. Meerschaert,
J Steven Sepanski
Publication year - 2002
Publication title -
publications de l'institut mathématique
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.246
H-Index - 17
eISSN - 1820-7405
pISSN - 0350-1302
DOI - 10.2298/pim0271055m
Subject(s) - central limit theorem , mathematics , independent and identically distributed random variables , brownian motion , donsker's theorem , fractional brownian motion , martingale representation theorem , martingale (probability theory) , limit (mathematics) , pure mathematics , mathematical analysis , random variable , geometric brownian motion , statistics , diffusion process , picard–lindelöf theorem , knowledge management , innovation diffusion , danskin's theorem , fixed point theorem , computer science