A limit theorem of symmetric statistics for nonidentically distributed independent random elements

DOI10.32917/HMJ/1206454447MaRDI QIDQ2641022zbMATH OpenOpenAlexWikidataFDO

Authors Mustafid

Publication date 1990

Published in Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.32917/hmj/1206454447

zbMATH Keywords

asymptotic distribution of symmetric statisticsmultiple Poisson-Wiener-Itô integralsnonidentically distributed independent random elementsPoison approximationPoisson random measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Asymptotic distribution theory in statistics (62E20)

Review text

The asymptotic distribution of symmetric statistics based on samples of independent but non-identically distributed random elements is described. It is shown that the asymptotic distribution of the symmetric statistics can be expressed in terms of multiple Poisson-Wiener-Itô integrals with respect to a Poisson random measure under certain conditions. Some examples are presented.

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• The law of small numbers and the limit theorem for symmetric statistics with mixing conditions
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