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

DOI10.1007/BF01046772zbMATH Open0789.60004OpenAlexW2066683265MaRDI QIDQ1209211FDOQ1209211

Authors Michael S. Bingham 

Publication date 16 May 1993

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01046772

zbMATH Keywords

infinitely divisible distributionslocally compact Abelian groupprobability on locally compact groupsrow sums of a triangular arraystable weak convergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Infinitely divisible distributions; stable distributions (60E07) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Martingales with continuous parameter (60G44)

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• A central limit theorem for approximate martingale arrays with values in a locally compact Abelian group
• Martingale Convergence to Infinitely Divisible Laws with Finite Variances
• Martingale convergence to mixtures of infinitely divisible laws
• On mixing and stability of limit theorems
• Probability distributions on locally compact Abelian groups

Cited in

(4)

• scientific article; zbMATH DE number 4011525 (Why is no real title available?)
• scientific article; zbMATH DE number 778005 (Why is no real title available?)
• Weak convergence of martingales with random indices to infinitely divisible laws
• Functional central limit theorems for approximate martingale arrays in a locally compact Abelian group

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