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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 4, Pages 796–812
DOI: https://doi.org/10.4213/tvp2597
(Mi tvp2597)
 

This article is cited in 1 scientific paper (total in 1 paper)

On the central limit problem for partially exchangeable random variables with values in a Hilbert space

E. Regazzinia, V. V. Sazonovb

a IMQ -- Universita L. Bocconi, Italia
b Математический институт им. В. А. Стеклова РАН, Москва
Full-text PDF (827 kB) Citations (1)
Abstract: This paper deals with a central limit problem for columnwise exchangeable arrays of a Hilbert space valued random variables satisfying the condition of conditional uniform asymptotic negligibility. It is proved that rowwise sums may converge in distribution only to an exchangeable sequence of random variables whose distribution is a mixture of infinitely divisible distributions. Conditions for convergence to a specific distribution and, in particular, to a mixture of Gaussian distributions, are also given.
Keywords: central limit problem, partial exchangeability, mixture of measures, Hilbert space.
Received: 20.11.1996
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 4, Pages 656–670
DOI: https://doi.org/10.1137/S0040585X97976520
Bibliographic databases:
Language: English
Citation: E. Regazzini, V. V. Sazonov, “On the central limit problem for partially exchangeable random variables with values in a Hilbert space”, Teor. Veroyatnost. i Primenen., 42:4 (1997), 796–812; Theory Probab. Appl., 42:4 (1998), 656–670
Citation in format AMSBIB
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\paper On the central limit problem for partially exchangeable random variables with values in~a~Hilbert space
\jour Teor. Veroyatnost. i Primenen.
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\pages 796--812
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\transl
\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 4
\pages 656--670
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  • https://www.mathnet.ru/eng/tvp/v42/i4/p796
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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