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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On the necessary conditions of Poisson convergence
for martingales
A. G. Sholomitskii Central Economics and Mathematics Institute, RAS
Abstract:
This paper proves a theorem on necessary conditions
for the Poisson convergence
of sums of martingale differences.
The theorem conditions generalize the
classic conditions for the convergence
of sums of independent summands.
Keywords:
martingale, Poisson law, weak convergenceю.
Received: 14.11.2001
Citation:
A. G. Sholomitskii, “On the necessary conditions of Poisson convergence
for martingales”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 813–816; Theory Probab. Appl., 49:4 (2005), 735–737
Linking options:
https://www.mathnet.ru/eng/tvp199https://doi.org/10.4213/tvp199 https://www.mathnet.ru/eng/tvp/v49/i4/p813
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