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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 2, Pages 353–379
DOI: https://doi.org/10.4213/tvp2943
(Mi tvp2943)
 

This article is cited in 14 scientific papers (total in 14 papers)

A central limit problem for partially exchangeable random variables

S. Fortini, L. Ladelli, E. Regazzini

CNR-IAMI, Universita degli Studi, Universita ``L. Bocconi''. Milano
Abstract: The present paper deals with the central limit problem for $((S_{1n},S_{2n},\ldots))_{n}$ when $S_{in}=\sum_{j=1}^n\xi_{ij}^{(n)}$ $(i=1,2,\ldots)$ and, for every $n$, $\{\xi_{ij}^{(n)}\: i=1,2,\ldots;j=1,\ldots,n\}$ is an array of partially exchangeable random variables. It is shown that, under suitable "negligibility" conditions, the class of limiting laws coincides with that of all exchangeable laws which are presentable as mixtures of infinitely divisible distributions. Moreover, necessary and sufficient conditions for convergence to any specified element of that class are provided. Criteria for three remarkable limit types (mixture of Gaussian, Poisson, degenerate probability distributions) are explained. It is also proved that the class of limiting laws can be characterized in terms of mixtures of stable laws, when $\xi_{ij}^{(n)}=X_{ij}/a_n$ $(a_n\rightarrow +\infty)$ and the $X_{ij}$'s $(i,j=1,2,\ldots)$ are assumed to be exchangeable. Finally, one shows that a few basic, well-known central limit theorems for sequences of exchangeable random variables can be obtained as simple corollaries of the main results proved in the present paper.
Keywords: central limit problem, de Finetti's representationtheorem, (mixtures of) infinitely divisible laws, partially exchangeable random variables, (mixtures of) stable laws, Skorokhod representation theorem.
Received: 30.09.1994
Revised: 25.12.1995
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 2, Pages 224–246
DOI: https://doi.org/10.1137/S0040585X97975459
Bibliographic databases:
Language: English
Citation: S. Fortini, L. Ladelli, E. Regazzini, “A central limit problem for partially exchangeable random variables”, Teor. Veroyatnost. i Primenen., 41:2 (1996), 353–379; Theory Probab. Appl., 41:2 (1997), 224–246
Citation in format AMSBIB
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\by S.~Fortini, L.~Ladelli, E.~Regazzini
\paper A~central limit problem for partially exchangeable random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 2
\pages 353--379
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\crossref{https://doi.org/10.4213/tvp2943}
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\zmath{https://zbmath.org/?q=an:0881.60019}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 2
\pages 224--246
\crossref{https://doi.org/10.1137/S0040585X97975459}
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  • https://www.mathnet.ru/eng/tvp/v41/i2/p353
  • This publication is cited in the following 14 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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