On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables

DOI10.1016/0304-4149(91)90041-AzbMath0737.60021OpenAlexW1981770620MaRDI QIDQ1176545

Xing-Hong Xue

Publication date: 25 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(91)90041-a

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (2)

Stein's method and normal approximation of Poisson functionals ⋮ Central limit theorems for double Poisson integrals

Cites Work

• Stable convergence of semimartingales
• Principle of conditioning in limit theorems for sums of random variables
• G-stable convergence of semimartingales
• Martingale convergence to mixtures of infinitely divisible laws
• An extension of the Lindeberg-Feller theorem
• On mixing and stability of limit theorems
• Mixtures of infinitely divisible distributions as limit laws for sums of dependent random variables
• Limit theorems for random sums of dependent d-dimensional random vectors
• A note on convergence to mixtures of normal distributions
• Martingale Central Limit Theorems
• Martingale Convergence to Infinitely Divisible Laws with Finite Variances
• A Generalization of the Lindeberg-Feller Theorem
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables