Regular variation and the functional central limit theorem for heavy tailed random vectors.

Meeschaert, Mark M., and Sepanski, Steven J.. "Regular variation and the functional central limit theorem for heavy tailed random vectors.." Publications de l'Institut Mathématique. Nouvelle Série 71(85) (2002): 55-62. <http://eudml.org/doc/258173>.

@article{Meeschaert2002,
author = {Meeschaert, Mark M., Sepanski, Steven J.},
journal = {Publications de l'Institut Mathématique. Nouvelle Série},
keywords = {martingale; invariance principle; Donsker's theorem; partial sum process; generalized domain of attraction; operator normalization},
language = {eng},
pages = {55-62},
publisher = {Izdaje Matematički Institut SANU},
title = {Regular variation and the functional central limit theorem for heavy tailed random vectors.},
url = {http://eudml.org/doc/258173},
volume = {71(85)},
year = {2002},
}

TY - JOUR
AU - Meeschaert, Mark M.
AU - Sepanski, Steven J.
TI - Regular variation and the functional central limit theorem for heavy tailed random vectors.
JO - Publications de l'Institut Mathématique. Nouvelle Série
PY - 2002
PB - Izdaje Matematički Institut SANU
VL - 71(85)
SP - 55
EP - 62
LA - eng
KW - martingale; invariance principle; Donsker's theorem; partial sum process; generalized domain of attraction; operator normalization
UR - http://eudml.org/doc/258173
ER -