Renyi introduced and developed the ideas of limit theorems which are mixing or stable. These concepts are a strengthening of the idea of weak convergence of random variables. In this expository note we point out some equivalent definitions of mixing and stability and discuss the use of these concepts in several contexts. Further, we show how a recent central limit theorem for martingales can be obtained directly using stability. Though the results are not new, the proofs seem substantially simpler than those previously given.
Publié le : 1978-04-14
Classification:
Mixing limit theorems,
stable limit theorems,
martingales,
central limit theorem,
60F05,
60F01,
60G45
@article{1176995577,
author = {Aldous, D. J. and Eagleson, G. K.},
title = {On Mixing and Stability of Limit Theorems},
journal = {Ann. Probab.},
volume = {6},
number = {6},
year = {1978},
pages = { 325-331},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995577}
}
Aldous, D. J.; Eagleson, G. K. On Mixing and Stability of Limit Theorems. Ann. Probab., Tome 6 (1978) no. 6, pp. 325-331. http://gdmltest.u-ga.fr/item/1176995577/