The effect of random scale changes on limits of infinitesimal systems
Suppose S={{Xnj, j=1,2,…,kn}} is an infinitesimal system of random variables whose centered sums converge in law to a (necessarily infinitely divisible) distribution with Levy representation determined by the triple (γ,σ2,M). If {Yj, j=1,2,…} are independent indentically distributed random varia...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1978-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171278000368 |
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