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Limit theorems on locally compact Abelian groups

✍ Scribed by Mátyás Barczy; Alexander Bendikov; Gyula Pap


Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
221 KB
Volume
281
Category
Article
ISSN
0025-584X

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✦ Synopsis


Abstract

We prove limit theorems for row sums of a rowwise independent infinitesimal array of random variables with values in a locally compact Abelian group. First we give a proof of Gaiser's theorem [4, Satz 1.3.6], since it does not have an easy access and it is not complete. This theorem gives sufficient conditions for convergence of the row sums, but the limit measure cannot have a nondegenerate idempotent factor. Then we prove necessary and sufficient conditions for convergence of the row sums, where the limit measure can be also a nondegenerate Haar measure on a compact subgroup. Finally, we investigate special cases: the torus group, the group of p ‐adic integers and the p ‐adic solenoid. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)


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