Sufficient conditions are found for the row sums of a double array of martingale differences to converge in law to a mixture of infinitely divisible distributions.
Publié le : 1975-06-14
Classification:
Martingales,
mixtures,
central limit theorem,
infinitely divisible distributions,
60F05,
60G45
@article{1176996362,
author = {Eagleson, G. K.},
title = {Martingale Convergence to Mixtures of Infinitely Divisible Laws},
journal = {Ann. Probab.},
volume = {3},
number = {6},
year = {1975},
pages = { 557-562},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996362}
}
Eagleson, G. K. Martingale Convergence to Mixtures of Infinitely Divisible Laws. Ann. Probab., Tome 3 (1975) no. 6, pp. 557-562. http://gdmltest.u-ga.fr/item/1176996362/