AbstractSuppose {Xnn⩾-0} are random variables such that for normalizing constants an>0, bn, n⩾0 we have Yn(·)=(X[n, ·]-bn/an ⇒ Y(·) in D(0.∞) . Then an and bn must in specific ways and the process Y possesses a scaling property. If {Nn} are positive integer valued random variables we discuss when YNn → Y and Y'n=(X[Nn]-bn)/an ⇒ Y'. Results given subsume random index limit theorems for convergence to Brownian motion, stable processes and extremal processes
ABSTRACT. We prove the convergence of the extremal processes for variable speed branch-ing Brownian ...
Let Z(n), N = 0, 1, 2, ... be a critical branching process in random environment and Z(m, n), m 0 co...
none4noThis paper deals with empirical processes of the type Cn(B)=n−−√{μn(B)−P(Xn+1∈B∣X1,…,Xn)}, wh...
AbstractSuppose {Xnn⩾-0} are random variables such that for normalizing constants an>0, bn, n⩾0 we h...
Suppose {X,, n 3 0) are random variables such that for normalizing constants an> 0, b,, n B 0 we ...
AbstractWe are concerned with scaling limits of solutions to stochastic differential equations with ...
AbstractSuppose {Xn}n⩾1 are stochastic processes all of whose paths are nonnegative and lie in the s...
Let (Xn)n[epsilon] be a sequence of real, independent, not necessarily identically distributed rando...
AbstractLet (Xn)nϵN be a sequence of real, independent, not necessarily identically distributed rand...
AbstractLet (Xn)n⩾1 be a sequence of real random variables. The local score is Hn=max1⩽i<j⩽n(Xi+⋯+Xj...
AbstractLet Xn1*,…,Xnn* be independent random variables with the common negative binomial distributi...
AbstractWe study limit properties in the sense of weak convergence in the space D[0,1] of certain pr...
We are concerned with scaling limits of the solutions to stochastic differential equations with stat...
Let Nn = {(Tnk,Xnk), k ≥ 1} be a Bernoulli p.p. on Z = (0,∞) × [0,∞)d. We discuss weak limit theore...
AbstractSuppose that f is a deterministic function, {ξn}n∈Z is a sequence of random variables with l...
ABSTRACT. We prove the convergence of the extremal processes for variable speed branch-ing Brownian ...
Let Z(n), N = 0, 1, 2, ... be a critical branching process in random environment and Z(m, n), m 0 co...
none4noThis paper deals with empirical processes of the type Cn(B)=n−−√{μn(B)−P(Xn+1∈B∣X1,…,Xn)}, wh...
AbstractSuppose {Xnn⩾-0} are random variables such that for normalizing constants an>0, bn, n⩾0 we h...
Suppose {X,, n 3 0) are random variables such that for normalizing constants an> 0, b,, n B 0 we ...
AbstractWe are concerned with scaling limits of solutions to stochastic differential equations with ...
AbstractSuppose {Xn}n⩾1 are stochastic processes all of whose paths are nonnegative and lie in the s...
Let (Xn)n[epsilon] be a sequence of real, independent, not necessarily identically distributed rando...
AbstractLet (Xn)nϵN be a sequence of real, independent, not necessarily identically distributed rand...
AbstractLet (Xn)n⩾1 be a sequence of real random variables. The local score is Hn=max1⩽i<j⩽n(Xi+⋯+Xj...
AbstractLet Xn1*,…,Xnn* be independent random variables with the common negative binomial distributi...
AbstractWe study limit properties in the sense of weak convergence in the space D[0,1] of certain pr...
We are concerned with scaling limits of the solutions to stochastic differential equations with stat...
Let Nn = {(Tnk,Xnk), k ≥ 1} be a Bernoulli p.p. on Z = (0,∞) × [0,∞)d. We discuss weak limit theore...
AbstractSuppose that f is a deterministic function, {ξn}n∈Z is a sequence of random variables with l...
ABSTRACT. We prove the convergence of the extremal processes for variable speed branch-ing Brownian ...
Let Z(n), N = 0, 1, 2, ... be a critical branching process in random environment and Z(m, n), m 0 co...
none4noThis paper deals with empirical processes of the type Cn(B)=n−−√{μn(B)−P(Xn+1∈B∣X1,…,Xn)}, wh...
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