172 citations · 550 across the 37 of their papers we have counts for
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math.PR2019
Gumbel and Fréchet convergence of the maxima of independent random walks
Thomas Mikosch, Jorge Yslas
We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show conver…
math.PR2019
Homogeneous mappings of regularly varying vectors
Piotr Dyszewski, Thomas Mikosch
It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provi…