Martingale Convergence to Infinitely Divisible Laws with Finite Variances

DOI10.2307/1995763zbMath0228.60011OpenAlexW4251381063MaRDI QIDQ5636100

G. K. Eagleson, Bruce M. Brown

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/1995763

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

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Limit theorems for some continuous-time random walks ⋮ A Riemann zeta stochastic process ⋮ Stable convergence of square integrable martingale array ⋮ Asymptotics of distributions of martingales with a continuous parameter ⋮ On the central limit problem for sums with random coefficients ⋮ On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables ⋮ Unnamed Item ⋮ Stable limits for Markov chains via the principle of conditioning ⋮ Asymptotic properties of conditional least-squares estimators for array time series ⋮ Unnamed Item ⋮ Maximal clades in random binary search trees ⋮ Limit theorems for nonnegative-definite quadratic forms in certain dependent random variables ⋮ Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact Abelian groups ⋮ Conditional convergence to infinitely divisible distributions with finite variance ⋮ Two central limit problems for dependent random variables ⋮ Mixtures of infinitely divisible distributions as limit laws for sums of dependent random variables ⋮ On central limit theorems for martingale triangular arrays ⋮ A martingale central limit theorem without negligibility conditions ⋮ Kernel adjusted nonparametric regression ⋮ Unnamed Item ⋮ Limit theorems for additive functionals of a Markov chain ⋮ Weak convergence of martingales with random indices to infinitely divisible laws ⋮ Limit theorems for random sums of dependent d-dimensional random vectors ⋮ Asymptotics of distributions of martingales

Cites Work

• The Lindeberg-Levy Theorem for Martingales
• Martingale Central Limit Theorems
• Unnamed Item

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