Abstract
Sufficient conditions are found for the row sums of a double array of martingale differences to converge in law to a mixture of infinitely divisible distributions.
Citation
G. K. Eagleson. "Martingale Convergence to Mixtures of Infinitely Divisible Laws." Ann. Probab. 3 (3) 557 - 562, June, 1975. https://doi.org/10.1214/aop/1176996362
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