Abstract
A method is reviewed for proving weak convergence in a function-space setting when regular variation is a sufficient condition. Point processes and weak convergence techniques involving continuity arguments play a central role. The method is dimensionless and holds computations to a minimum. Many applications of the methods to processes derived from sums and maxima are given.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
210 articles.
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