This book is concerned with extreme value theory for stochastic processes whose finite-
dimensional distributions are heavy-tailed in the restrictive sense of regular variation. These …

Dariusz Buraczewski Ewa Damek Thomas Mikosch The Equation X = AX + B Page 1
Springer Series in Operations Research and Financial Engineering Dariusz Buraczewski …

The aim of this paper is to provide conditions which ensure that the affinely transformed
partial sums of a strictly stationary process converge in distribution to an infinite variance …

In this paper we propagate a large deviations approach for proving limit theory for
(generally) multivariate time series with heavy tails. We make this notion precise by …

We study a precise large deviation principle for a stationary regularly varying sequence of
random variables. This principle extends the classical results of Nagaev (Theory Probab …

Under an appropriate regular variation condition, the affinely normalized partial sums of a
sequence of independent and identically distributed random variables converges weakly to …

This volume provides a modern introduction to stochastic geometry, random fields and
spatial statistics at a (post) graduate level. It is focused on asymptotic methods in geometric …

We introduce the cluster index of a multivariate stationary sequence and characterize the
index in terms of the spectral tail process. This index plays a major role in limit theory for …

In this paper we prove large deviations results for partial sums constructed from the solution
to a stochastic recurrence equation. We assume Kesten's condition [Acta Math. 131 (1973) …

In the paper, we continue to investigate measures of dependence for random variables with
infinite variance. For random variables with regularly varying tails, we introduce a general …