1.4k citations
- National Research Council CanadaCA185 papers
- University of RochesterUS107 papers
- Carleton UniversityCA73 papers
- Centre National de la Recherche ScientifiqueFR64 papers
- Max Planck Institute for the Science of LightDE61 papers
- Friedrich-Alexander-Universität Erlangen-NürnbergDE48 papers
- University of WaterlooCA42 papers
- Joint Attosecond Science LaboratoryCA41 papers
- University of LuxembourgLU34 papers
- Lyon 1 UniversitéFR32 papers
- University of GlasgowGB30 papers
- Max Planck - University of Ottawa Centre for Extreme and Quantum PhotonicsCA28 papers
Showing 2014 · math.PRShow all
2 papers · 2 filters
math.PR2014★ 1 cited
Functional Convergence of Linear Processes with Heavy-Tailed Innovations
Raluca M. Balan, Adam Jakubowski, Sana Louhichi
We study convergence in law of partial sums of linear processes with heavy-tailed innovations. In the case of summable coefficients necessary and sufficient conditions for the fini…
math.PR2014
Regular variation of infinite series of processes with random coefficients
Raluca Balan
In this article, we consider a series of random processes with sample paths in the space of càdlàg functions (i.e. right-…