Berti, Patrizia and Crimaldi, Irene and Pratelli, Luca and Rigo, Pietro An Anscombe-type theorem. Journal of Mathematical Sciences, 196 (1). pp. 15-22. ISSN 1072-3374 (2014)
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Official URL: http://dx.doi.org/10.1007/s10958-013-1629-6
Abstract
Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such conditions work but those already existing fail, are given as well.
Item Type: | Article |
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Identification Number: | https://doi.org/10.1007/s10958-013-1629-6 |
Additional Information: | Proceedings of the XXV International Seminar on Stability Problems for Stochastic Models, Maiori (Salerno), Italy, September 20–24, 2005. |
Uncontrolled Keywords: | Anscombe theorem, Exchangeability, Random indices, Random sums, Stable convergence |
Subjects: | Q Science > QA Mathematics |
Research Area: | Economics and Institutional Change |
Depositing User: | Irene Crimaldi |
Date Deposited: | 21 Jun 2013 11:23 |
Last Modified: | 29 Jan 2014 14:34 |
URI: | http://eprints.imtlucca.it/id/eprint/1622 |
Available Versions of this Item
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AN ANSCOMBE-TYPE THEOREM. (deposited 01 Oct 2012 08:33)
- An Anscombe-type theorem. (deposited 21 Jun 2013 11:23) [Currently Displayed]
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