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A central limit theorem for integrals with respect to random measures

✍ Scribed by Demichev, V. P.

Book ID
121539104
Publisher
SP MAIK Nauka/Interperiodica
Year
2014
Tongue
English
Weight
649 KB
Volume
95
Category
Article
ISSN
0001-4346

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Define for each subset I C (1,. . . , n} the c+-algebra 9, = m{X, : i E I} with X , , . . . , X , independent random variables. In this paper we consider 9,measurable random variables W, subject to the centering condition E(W, I 9,) = 0 a s .