A note on convergence to mixtures of normal distributions

DOI10.1007/BF00537264zbMath0336.60023OpenAlexW2106840429MaRDI QIDQ4104650

Holger Rootzén

Publication date: 1977

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00537264

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (6)

The central limit theorem for certain functionals of random walks ⋮ On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables ⋮ A class of martingales with non-symmetric limit distributions ⋮ On the functional central limit theorem for martingales, II ⋮ Stable convergence of semimartingales ⋮ On the distribution of a double stochastic integral

Cites Work

• Martingale convergence to mixtures of infinitely divisible laws
• A principle of subsequences in probability theory: The central limit theorem
• Dependent central limit theorems and invariance principles
• On the functional central limit theorem for martingales
• Unnamed Item
• Unnamed Item

This page was built for publication: A note on convergence to mixtures of normal distributions