Martingale convergence to the Poisson distribution

G. K. Eagleson

Časopis pro pěstování matematiky (1976)

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

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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

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  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) Zbl0216.46103MR0295414
  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) Zbl0228.60011MR0288806
  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) Zbl0287.60025MR0358933
  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) Zbl0263.60011MR0336775

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