Browsing ORIE Technical Reports by Subject "Darling-Kac theorem"
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Functional central limit theorem for negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows (2015-04-06)We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive ...
Functional Central Limit Theorem for Heavy Tailed Stationary Infinitely Divisible Processes Generated by Conservative Flows (2012-09-18)We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying Levy measures. The limit process is a new class of symmetric ...