Jorge D. Samur, “On the invariance principle for stationary ϕ-mixing triangular arrays with infinitely divisible limits”, Probab. Th. Rel. Fields, 75:2 (1987), 245
Yuji Kasahara, Makoto Maejima, “Functional limit theorems for weighted sums of I.I.D. random variables”, Probab. Th. Rel. Fields, 72:2 (1986), 161
Walter Philipp, Dependence in Probability and Statistics, 1986, 225
Florin Avram, Murad S. Taqqu, Dependence in Probability and Statistics, 1986, 399
Aleksander Weron, Lecture Notes in Mathematics, 1080, Probability Theory on Vector Spaces III, 1984, 306
Andr� Dabrowski, Herold Dehling, Walter Philipp, “An almost sure invariance principle for triangular arrays of banach space valued random variables”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 65:4 (1984), 483
Olav Kallenberg, “Characterizations and embedding properties in exchangeability”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 60:2 (1982), 249
Herbert Bauer, “Some invariance principles for Stochastic processes and their inverse and supremum processes”, Math Z, 175:3 (1980), 283
Sidney Resnick, Priscilla Greenwood, “A bivariate stable characterization and domains of attraction”, Journal of Multivariate Analysis, 9:2 (1979), 206
Douglas R. Miller, Dennis Sentilles, “Weak convergence of probability measures relative to incompatible topology and ?-field with applications to renewal theory”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 45:3 (1978), 239
Inge S. Helland, “Continuity of a class of random time transformations”, Stochastic Processes and their Applications, 7:1 (1978), 79
R. P. Pakshirajan, N. R. Mohan, “Some functional limit theorems for multidimensional random walks”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 41:4 (1978), 263
Richard T. Durrett, Sidney I. Resnick, “Weak convergence with random indices”, Stochastic Processes and their Applications, 5:3 (1977), 213
Jan Grandell, “A class of approximations of ruin probabilities”, Scandinavian Actuarial Journal, 1977:sup1 (1977), 37
Jan Grandell, Lecture Notes in Mathematics, 529, Doubly Stochastic Poisson Processes, 1976, 190
N.R. Mohan, “A note on the J1-convergence of a first-passage process”, Stochastic Processes and their Applications, 4:2 (1976), 157
Benoit B. Mandelbrot, “Limit theorems on the self-normalized range for weakly and strongly dependent processes”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 31:4 (1975), 271
N. H. Bingham, “Fluctuation theory in continuous time”, Advances in Applied Probability, 7:4 (1975), 705
N. H. Bingham, “Fluctuation theory in continuous time”, Adv. Appl. Probab., 7:04 (1975), 705
Donald L. Iglehart, “Weak convergence in applied probability”, Stochastic Processes and their Applications, 2:3 (1974), 211