Central limit theorem with exchangeable summands and mixtures of stable laws as limits

zbMATH Open1286.60025arXiv1204.4357MaRDI QIDQ2869748FDOQ2869748

Authors: S. Fortini, Lucia Ladelli, Eugenio Regazzini 

Publication date: 3 January 2014

Published in: Bollettino dell'Unione Matematica Italiana. Series IX (Search for Journal in Brave)

Abstract: The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws - as limits in law of normed sums in different rows of the array - is emphasized. Necessary and sufficient conditions for convergence to a specific form in the above class of measures are then given. Moreover, sufficient conditions for convergence of sums in a single row are proved. Finally, a potentially useful variant of the formulation of the results just summarized is briefly sketched, a more complete study of it being deferred to a future work.

Full work available at URL: https://arxiv.org/abs/1204.4357

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zbMATH Keywords

central limit theoremarrays of exchangeable random variablesmixtures of stable laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Exchangeability for stochastic processes (60G09)

Cited In (6)

• The central limit theorem for exchangeable random variables without moments
• Central limit theorems for exchangeable random variables when limits are scale mixtures of normals
• LIMIT THEOREMS FOR STANDARDIZED PARTIAL SUMS OF WEAKLY EXCHANGEABLE ARRAYS
• Title not available (Why is that?)
• The limit theorem for maximum of partial sums of exchangeable random variables
• Title not available (Why is that?)

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