Infinitely Divisible Distributions as Limit Laws for Sums of Random Variables Connected in a Markov Chain

DOI10.1002/MANA.19821070109zbMATH Open0524.60016OpenAlexW2044354181WikidataQ114852920 ScholiaQ114852920MaRDI QIDQ3036374FDOQ3036374

Authors: Lothar Heinrich 

Publication date: 1982

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19821070109

zbMATH Keywords

infinitely divisible distributionstriangular arraycentral limit problemestimate of the logarithm of the characteristic function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05)

Cited In (3)

• Approximation of symmetric three-state Markov chain by compound Poisson law
• Mixing Properties and Central Limit Theorem for a Class of Non-Identical Piecewise Monotonic C ² - Transformations
• A method for the derivation of limit theorems for sums of m-dependent random variables

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