Displaying similar documents to “A bound for the distribution of the hitting time of arbitrary sets by random walk.”

Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences

Jérôme Dedecker, Sana Louhichi (2005)

ESAIM: Probability and Statistics

Similarity:

We continue the investigation started in a previous paper, on weak convergence to infinitely divisible distributions with finite variance. In the present paper, we study this problem for some weakly dependent random variables, including in particular associated sequences. We obtain minimal conditions expressed in terms of individual random variables. As in the i.i.d. case, we describe the convergence to the gaussian and the purely non-gaussian parts of the infinitely divisible limit....