An Anscombe-type theorem

DOI10.1007/S10958-013-1629-6MaRDI QIDQ487090zbMATH OpenOpenAlexFDO

Authors Patrizia Berti, Irene Crimaldi, Luca Pratelli, Pietro Rigo

Publication date 19 January 2015

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.6473

zbMATH Keywords

Anscombe's theoremstable convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Abstract: Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such conditions work but those already existing fail, are given as well. Key words and phrases: Anscombe theorem, Exchangeability, Random indices, Random sums, Stable convergence

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Cites work

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Cited in

(5)

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• On the anscombe condition for stochastic processes in a separable banach space
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