Some new limit theorems for vector space- and group-valued random variables (Q1291192)
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English | Some new limit theorems for vector space- and group-valued random variables |
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Some new limit theorems for vector space- and group-valued random variables (English)
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22 November 1999
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The author investigates the weak limit behavior of randomly stopped normalized partial sums (products) of i.i.d. random variables with values in a finite-dimensional vector space \(E\) (a simply connected nilpotent Lie group \(G\)). Here nonindependent indices are considered and the main method of proof is showing that the normalized partial sum (product) is mixing in the sense of A. Rényi. As an application random limit theorems for domains of normal attraction of (semi-)stable laws on \(E\) resp. \(G\) are obtained.
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mixing sequences
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(semi-)stable laws
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random sums
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