A general principle for limit theorems in finitely additive probability: The dependent case

DOI10.1016/0047-259X(88)90035-8zbMath0638.60026OpenAlexW1976089207MaRDI QIDQ1099476

Rajeeva L. Karandikar

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90035-8

zbMATH Keywords

martingalessubsequence principleexchangeable sequencesfinitely additive probability theory

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07)

Related Items (2)

Convergence in distribution of nonmeasurable random elements. ⋮ Unnamed Item

Cites Work

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• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Some finitely additive probability
• On the Skorokhod representation approach to martingale invariance principles
• Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
• Finitely Additive Markov Chains
• A General Principle for Limit Theorems in Finitely Additive Probability

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