A limit theorem for randomly stopped independent increment processes on separable metrizable groups
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Publication:5444913
DOI10.1002/mana.200510570zbMath1143.60006MaRDI QIDQ5444913
Publication date: 26 February 2008
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.200510570
asymptotic independence; separable Banach space; random product; simply connected nilpotent Lie group; Anscombe condition; infinitesimal triangular array; semi-stable hemigroup; Rényi-mixing; integral mixture
60G51: Processes with independent increments; Lévy processes
60G18: Self-similar stochastic processes
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
Cites Work