Martingale convergence to infinitely divisible laws with finite variances
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- by B. M. Brown and G. K. Eagleson PDF
- Trans. Amer. Math. Soc. 162 (1971), 449-453 Request permission
Abstract:
Some results are obtained concerning the convergence in distribution of the row sums of a triangular array of certain dependent random variables. The form of dependence considered is that of martingales within rows, and the results are obtained under conditions which parallel those of the classical case of convergence in distribution, to infinitely divisible laws with bounded variances, of the row sums of elementary systems of independent random variables.References
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Additional Information
- © Copyright 1971 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 162 (1971), 449-453
- MSC: Primary 60.30
- DOI: https://doi.org/10.1090/S0002-9947-1971-0288806-X
- MathSciNet review: 0288806