A characterization of m-dependent stationary infinitely divisible sequences with applications to weak convergence

DOI10.1214/AOP/1048516538MaRDI QIDQ1394530zbMATH OpenOpenAlexFDO

Authors D. Harrelson, Christian Houdré

Publication date 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1048516538

zbMATH Keywords

weak convergenceinfinitely divisible distributions\(m\)-dependent sequencesstrict stationaryLévy measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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• An algebraic construction of a class of one-dependent processes
• Convergence to a stable distribution via order statistics
• Generalized Poisson distributions as limits of sums for arrays of dependent random vectors
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• On 1-dependent processes and \(k\)-block factors
• On multidimensional domains of attraction for stationary sequences
• On the structure of 1-dependent Markov chains
• Rates of Convergence in Stable Limit Theorems for Sums of Exponentially Ψ-mixing Random Variables with an Application to Metric Theory of Continued Fractions
• Simple conditions for mixing of infinitely divisible processes
• Stable limits for partial sums of dependent random variables
• Stable mixed moving averages
• The equivalence of ergodicity and weak mixing for infinitely divisible processes
• \(\alpha\)-stable limit theorems for sums of dependent random vectors

Cited in

(1)

• Statistical estimation of quadratic Rényi entropy for a stationary \(m\)-dependent sequence

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