Principle of Conditioning revisited

• Autorzy: Jakubowski A.
• Języki publikacji: EN

Abstrakty

EN

Principle of Conditioning is a well known heuristic rule which allows constructing limit theorems for sums of dependent random variables from existing limit theorems for independent summands. In the paper we state a general limit theorem on converegnce to stable laws, which is valid for stationary sequences and provides a link between the Principle of Conditioning and ergodic theorems.

Słowa kluczowe

EN

principle of Conditioning; central limit theorem; martingales; martingale transforms; convergence in law; stable laws; mixtures of stable laws

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2012
• Tom: Vol. 45, nr 2
• Strony: 325--336
• Opis fizyczny: Bibliogr. 23 poz.

Twórcy

autor

Jakubowski A.

• Faculty Of Mathematics And Computer Science Nicolaus Copernicus University Ul.Chopina 12/18 87 100 Toruń, Poland,

Bibliografia

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