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Point processes, regular variation and weak convergence
Sidney I. Resnick
Journal:

Advances in Applied Probability / Volume 18 / Issue 1 / March 1986

Published online by Cambridge University Press:

01 July 2016, pp. 66-138

Print publication:

March 1986
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A method is reviewed for proving weak convergence in a function-space setting when regular variation is a sufficient condition. Point processes and weak convergence techniques involving continuity arguments play a central role. The method is dimensionless and holds computations to a minimum. Many applications of the methods to processes derived from sums and maxima are given.

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Point processes, regular variation and weak convergence