Martingale convergence to the Poisson distribution

G. K. Eagleson

Časopis pro pěstování matematiky (1976)

  • Volume: 101, Issue: 3, page 271-277
  • ISSN: 0528-2195

How to cite

top

Eagleson, G. K.. "Martingale convergence to the Poisson distribution." Časopis pro pěstování matematiky 101.3 (1976): 271-277. <http://eudml.org/doc/21286>.

@article{Eagleson1976,
author = {Eagleson, G. K.},
journal = {Časopis pro pěstování matematiky},
language = {eng},
number = {3},
pages = {271-277},
publisher = {Mathematical Institute of the Czechoslovak Academy of Sciences},
title = {Martingale convergence to the Poisson distribution},
url = {http://eudml.org/doc/21286},
volume = {101},
year = {1976},
}

TY - JOUR
AU - Eagleson, G. K.
TI - Martingale convergence to the Poisson distribution
JO - Časopis pro pěstování matematiky
PY - 1976
PB - Mathematical Institute of the Czechoslovak Academy of Sciences
VL - 101
IS - 3
SP - 271
EP - 277
LA - eng
UR - http://eudml.org/doc/21286
ER -

References

top
  1. Aлдa B., Зaмeчaниe к pacпpeдeлeнию Пyaccoнa, Czech. Math. J. 2 (77) 1952, 243 - 246. (1952) 
  2. Brown B. M., Eagleson G. K., Behaviour of moments of row sums of elementary systems, Ann. Math. Statist. 41 (1970), 1853-1860. (1970) MR0295414
  3. Brown B. M., Eagleson G. K., Martingale convergence to infinitely divisibîe laws with finite variances, Trans. Amer. Math. Soc. I62 (1971), 449-453. (1971) MR0288806
  4. Freedman D., The Poisson approximation for dependent events, Ann. Prob. 2 (1974), 256-269. (1974) Zbl0301.60021MR0370694
  5. Gnedenko B. V., The Theory of Probability, 2nd ed. Chelsea, New York, (1962). (1962) Zbl0102.34402
  6. McLeish D. L., Dependent central limit thðorems and invariance principles, Ann. Prob. 2(1974), 620-628. (1974) MR0358933
  7. Muxaйлoв B. Г., Cxoдимocть к Пyaccoнoвcкoмy пpoцeccy в cxeмe нapacтaющиx cyмм зaвиcимыx cлyчaйныx вeличин, Teopия вepoят. и ee пpимeн. XIX (1974), 422-426. (1974) 
  8. Pratt J. W., On interchanging limits and integrals, Ann. Math. Statist. 31 (1960), 74-77. (1960) Zbl0090.26802MR0123673
  9. Paйкoв Д. A., O cвязи мeждy цeнтpaльным пpeдeльным зaкoнoм тeopии вepoятнocтeй и зaкoнoм бoльшиx чиceл, Изв. A. H. CCCP, cepия мaт. (1938), 323-336. (1938) 
  10. Ceвacmьянoв Б. A., Пpeдeльный зaкoн Пyaccoнa в cxeмe cyмм зaвиcимыx cлyчaйныx вeличин, Teopия вepoят. и ee пpимeн. XVII (1972), 733- 738. (1972) 
  11. Scott D. J., Central limit theorems for martingales and for processes with stationary increments, using a Skorohod representation approach, Adv. Appl. Prob. 5 (1973), 119-137. (1973) MR0336775

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.