论文标题
Skorokhod $ m_ {1} $具有重尾创新和随机系数的多元线性过程的最大值
Skorokhod $M_{1}$ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients
论文作者
论文摘要
我们得出具有弱依赖的重型创新和随机系数的多元线性过程的部分最大随机过程的功能收敛。收敛性发生在$ \ mathbb {r}^{d} $的空间中 - 估计càdlàg在$ [0,1] $上赋予了弱的skorokhod $ m_ {1} $ topology。我们还表明，通常无法用标准（或强）$ m_ {1} $拓扑来代替这种拓扑。
We derive functional convergence of the partial maxima stochastic processes of multivariate linear processes with weakly dependent heavy-tailed innovations and random coefficients. The convergence takes place in the space of $\mathbb{R}^{d}$--valued càdlàg functions on $[0,1]$ endowed with the weak Skorokhod $M_{1}$ topology. We also show that this topology in general can not be replaced by the standard (or strong) $M_{1}$ topology.
