Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
From MaRDI portal
Publication:4671821
DOI10.1051/ps:2005003zbMath1136.60308OpenAlexW2090133871MaRDI QIDQ4671821
Sana Louhichi, Jérôme Dedecker
Publication date: 26 April 2005
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2005__9__38_0
Lévy processesassociationweak dependencenumber of exceedancesbinary random variablesInfinitely divisible distributions
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Poisson approximation using the Stein-Chen method and coupling: Number of exceedances of Gaussian random variables
- Central limit theorems for associated random variables and the percolation model
- Extremes and related properties of random sequences and processes
- On the exceedance point process for a stationary sequence
- On the convergence rate in the central limit theorem for associated processes
- Limit distributions of sums of m-dependent Bernoulli random variables
- An invariance principle for certain dependent sequences
- Positively correlated normal variables are associated
- Minimal conditions in \(p\)-stable limit theorems
- Poisson approximation for dependent trials
- Correlation inequalities on some partially ordered sets
- Generalized Poisson distributions as limits of sums for arrays of dependent random vectors
- Minimal conditions in \(p\)-stable limit theorems. II
- A new weak dependence condition and applications to moment inequalities
- Negative association of random variables, with applications
- Asymptotic theory of weakly dependent stochastic processes
- Conditional convergence to infinitely divisible distributions with finite variance
- Nearest neighbors and Voronoi regions in certain point processes
- Association of Random Variables, with Applications
This page was built for publication: Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
