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• W2949739747 abstract "We introduce the cluster index of a multivariate regularly varying stationary sequence and characterize the index in terms of the spectral tail process. This index plays a major role in limit theory for partial sums of regularly varying sequences. We illustrate the use of the cluster index by characterizing infinite variance stable limit distributions and precise large deviation results for sums of multivariate functions acting on a stationary Markov chain under a drift condition." @default.
• W2949739747 created "2019-06-27" @default.
• W2949739747 creator A5004817178 @default.
• W2949739747 creator A5046178450 @default.
• W2949739747 date "2013-03-29" @default.
• W2949739747 modified "2023-09-27" @default.
• W2949739747 title "The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains" @default.
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• W2949739747 hasPublicationYear "2013" @default.
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