Limit theorems for sums of dependent random vectors in R d

Andrzej Kłopotowski

  • Publisher: Instytut Matematyczny Polskiej Akademi Nauk(Warszawa), 1977

Abstract

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CONTENTSIntroduction.......................................................................................................................................................................... 5 I. Infinitely divisible probability measures on R d ....................................................................................... 6 II. The classical limit theorems for sums of independent random vectors................................................ 14 III. Convergence in law to ℒ ( a , A, µ) for sums of dependent random vectors.......... 21 IV. Convergence in law to l ( a , A, ν) for sums of dependent random vectors............ 84 V. Convergence in law to K( m , A, ϰ) for sums of dependent random vectors with finite variances............................................................................................................................................... 47 VI. Particular cases of limit distributions........................................................................................................... 40 VII. Another method of conditioning.................................................................................................................... 57References........................................................................................................................................................................... 58

How to cite

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Andrzej Kłopotowski. Limit theorems for sums of dependent random vectors in $R^d$. Warszawa: Instytut Matematyczny Polskiej Akademi Nauk, 1977. <http://eudml.org/doc/268612>.

@book{AndrzejKłopotowski1977,
abstract = {CONTENTSIntroduction.......................................................................................................................................................................... 5 I. Infinitely divisible probability measures on $R^d$....................................................................................... 6 II. The classical limit theorems for sums of independent random vectors................................................ 14 III. Convergence in law to ℒ ($\overrightarrow\{a\}$, A, µ) for sums of dependent random vectors.......... 21 IV. Convergence in law to l ($\overrightarrow\{a\}$, A, ν) for sums of dependent random vectors............ 84 V. Convergence in law to K($\overrightarrow\{m\}$, A, ϰ) for sums of dependent random vectors with finite variances............................................................................................................................................... 47 VI. Particular cases of limit distributions........................................................................................................... 40 VII. Another method of conditioning.................................................................................................................... 57References........................................................................................................................................................................... 58},
author = {Andrzej Kłopotowski},
language = {eng},
location = {Warszawa},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
title = {Limit theorems for sums of dependent random vectors in $R^d$},
url = {http://eudml.org/doc/268612},
year = {1977},
}

TY - BOOK
AU - Andrzej Kłopotowski
TI - Limit theorems for sums of dependent random vectors in $R^d$
PY - 1977
CY - Warszawa
PB - Instytut Matematyczny Polskiej Akademi Nauk
AB - CONTENTSIntroduction.......................................................................................................................................................................... 5 I. Infinitely divisible probability measures on $R^d$....................................................................................... 6 II. The classical limit theorems for sums of independent random vectors................................................ 14 III. Convergence in law to ℒ ($\overrightarrow{a}$, A, µ) for sums of dependent random vectors.......... 21 IV. Convergence in law to l ($\overrightarrow{a}$, A, ν) for sums of dependent random vectors............ 84 V. Convergence in law to K($\overrightarrow{m}$, A, ϰ) for sums of dependent random vectors with finite variances............................................................................................................................................... 47 VI. Particular cases of limit distributions........................................................................................................... 40 VII. Another method of conditioning.................................................................................................................... 57References........................................................................................................................................................................... 58
LA - eng
UR - http://eudml.org/doc/268612
ER -

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