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@article{Pakkanen:2021:10.1214/21-EJP652,
author = {Pakkanen, MS and Passeggeri, R and Sauri, O and Veraart, AED},
doi = {10.1214/21-EJP652},
journal = {Electronic Journal of Probability},
pages = {1--36},
title = {Limit theorems for trawl processes},
url = {http://dx.doi.org/10.1214/21-EJP652},
volume = {26},
year = {2021}
}

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TY  - JOUR
AB  - In this work we derive limit theorems for trawl processes. First, we study the asymptotic behaviorof the partial sums of the discretized trawl process (Xin)bntc−1i=0 , under the assumption that as n ↑ ∞,n ↓ 0 and nn → µ ∈ [0, +∞]. Second, we prove a general result on functional convergence indistribution of trawl processes. As an application of this result, we show that a trawl process whoseL´evy measure tends to infinity converges in distribution, under suitable rescaling, to a Gaussian movingaverage process.
AU  - Pakkanen,MS
AU  - Passeggeri,R
AU  - Sauri,O
AU  - Veraart,AED
DO  - 10.1214/21-EJP652
EP  - 36
PY  - 2021///
SN  - 1083-6489
SP  - 1
TI  - Limit theorems for trawl processes
T2  - Electronic Journal of Probability
UR  - http://dx.doi.org/10.1214/21-EJP652
UR  - http://arxiv.org/abs/2009.10698v1
UR  - https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Limit-theorems-for-trawl-processes/10.1214/21-EJP652.full
UR  - http://hdl.handle.net/10044/1/90110
VL  - 26
ER  -

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