On domains of attraction of record value distributions
Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.
Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.In this paper the multi-dimensional analog of the Gillis-Weiss random walk model is studied. The convergence of this random walk to a fractional diffusion process governed by a symmetric operator defined as a hypersingular integral or the inverse of the Riesz potential in the sense of distributions is proved.* Supported by German Academic Exchange Service (DAAD).
We give two examples of periodic Gaussian processes, having entropy numbers of exactly the same order but radically different small deviations. Our construction is based on Knopp's classical result yielding existence of continuous nowhere differentiable functions, and more precisely on Loud's functions. We also obtain a general lower bound for small deviations using the majorizing measure method. We show by examples that our bound is sharp. We also apply it to Gaussian independent sequences and...