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- W2012186476 abstract "Multivariable regular variation is used, along with the martingale central limit theorem, to give a very simple proof that the partial sum process for a sequence of independent, identically distributed random vectors converges to a Brownian motion whenever the summands belong to the generalized domain of attraction of a normal law. This includes the heavy tailed case, where the covariance matrix is undefined because some of the marginals have infinite variance." @default.
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- W2012186476 title "Regular variation and the functional central limit theorem for heavy tailed random vectors" @default.
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- W2012186476 doi "https://doi.org/10.2298/pim0271055m" @default.
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