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Record W2111977200 · doi:10.1007/s10959-014-0581-9

Functional Convergence of Linear Processes with Heavy-Tailed Innovations

2014· article· en· W2111977200 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueJournal of Theoretical Probability · 2014
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Ottawa
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMathematicsComplement (music)Convergence (economics)Space (punctuation)Alpha (finance)Weak convergencePure mathematicsBETA (programming language)Linear spaceApplied mathematicsDiscrete mathematicsComputer scienceStatistics

Abstract

fetched live from OpenAlex

We study convergence in law of partial sums of linear processes with heavy-tailed innovations. In the case of summable coefficients, necessary and sufficient conditions for the finite dimensional convergence to an $$\alpha $$ -stable Lévy Motion are given. The conditions lead to new, tractable sufficient conditions in the case $$\alpha \le 1$$ . In the functional setting, we complement the existing results on $$M_1$$ -convergence, obtained for linear processes with nonnegative coefficients by Avram and Taqqu (Ann Probab 20:483–503, 1992) and improved by Louhichi and Rio (Electr J Probab 16(89), 2011), by proving that in the general setting partial sums of linear processes are convergent on the Skorokhod space equipped with the $$S$$ topology, introduced by Jakubowski (Electr J Probab 2(4), 1997).

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.882
Threshold uncertainty score0.363

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.220
Teacher spread0.197 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it