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A note on filtering for independent increment processes (Corresp.)

✍ Scribed by Sworder, D.

Book ID
114633666
Publisher
IEEE
Year
1970
Tongue
English
Weight
469 KB
Volume
16
Category
Article
ISSN
0018-9448

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## 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 in