The strong mixing and the selfdecomposability properties

Abstract

It is proved that infinitesimal triangular arrays obtained from normalized partial sums of strongly mixing (but not necessarily stationary) random sequences, can produce as lilmits only selfdecomposable distributions.

0

Turn this paper into a lesson

ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…