✦ LIBER ✦
A limit theorem for randomly stopped independent increment processes on separable metrizable groups
✍ Scribed by Peter Becker–Kern; Gyula Pap
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 230 KB
- Volume
- 280
- Category
- Article
- ISSN
- 0025-584X
No coin nor oath required. For personal study only.
✦ Synopsis
Abstract
In the spirit of the classical random central limit theorem a general limit theorem for random stopping in the scheme of infinitesimal triangular arrays on a separable metrizable group is presented. The approach incorporates and generalizes earlier results for normalized sequences of independent random variables on both separable Banach spaces and simply connected nilpotent Lie groups originated by Siegel and Hazod, respectively. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)