@techreport{eprints1386,
           title = {AN ANSCOMBE-TYPE THEOREM},
            year = {2012},
     institution = {IMT Institute for Advanced Studies Lucca},
            type = {Technical Report},
           month = {September},
          author = {Patrizia Berti and Irene Crimaldi and Luca Pratelli and Pietro Rigo},
        keywords = {Anscombe theorem, Exchangeability, Random indices, Random sums, Stable convergence },
             url = {http://eprints.imtlucca.it/1386/},
        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.}
}