On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables
From MaRDI portal
Publication:1176545
DOI10.1016/0304-4149(91)90041-AzbMath0737.60021OpenAlexW1981770620MaRDI QIDQ1176545
Publication date: 25 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(91)90041-a
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (2)
Stein's method and normal approximation of Poisson functionals ⋮ Central limit theorems for double Poisson integrals
Cites Work
- Stable convergence of semimartingales
- Principle of conditioning in limit theorems for sums of random variables
- G-stable convergence of semimartingales
- Martingale convergence to mixtures of infinitely divisible laws
- An extension of the Lindeberg-Feller theorem
- On mixing and stability of limit theorems
- Mixtures of infinitely divisible distributions as limit laws for sums of dependent random variables
- Limit theorems for random sums of dependent d-dimensional random vectors
- A note on convergence to mixtures of normal distributions
- Martingale Central Limit Theorems
- Martingale Convergence to Infinitely Divisible Laws with Finite Variances
- A Generalization of the Lindeberg-Feller Theorem
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables