Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact Abelian groups (Q1209211)

Sufficient conditions for the row sums of a triangular array of real- valued random variables which are martingale differences to converge in law to a mixture of infinitely divisible distributions were given by \textit{B. M. Brown} and \textit{G. K. Eagleson} [Trans. Am. Math. Soc. 162(1971), 449-453 (1972; Zbl 0228.60011)] and \textit{G. K. Eagleson} [Ann. Probab. 3, 557-562 (1975; Zbl 0319.60015)]. The main result of the present paper is a similar result for the situation in which the random variables take values in a locally compact Abelian group. In the group context, however, the concepts of expectation, variance and martingale are generally without meaning and have to be suitably replaced. In particular, the martingale condition is replaced by the approximate martingale assumption which was used by \textit{M. S. Bingham} [Math. Z. 192, 404-419 (1986; Zbl 0599.60010)].