scientific article; zbMATH DE number 3810612

MaRDI QIDQ3658837zbMATH OpenFDO

Authors Bronius Grigelionis, R. Mikulevicius

Publication date 1983

zbMATH Keywords

G-stable weak convergencesemimartingale

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cited in

(6)

• Invariance principles in mathematical statistics
• G-stable convergence of semimartingales
• On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables
• Weak convergence of semimartingales
• Limit theorems for a random walk in a random environment
• Optimal Markov strategies for controlled Ito processes

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