Martingale Convergence to Mixtures of Infinitely Divisible Laws

G. K. Eagleson

doi:10.1214/aop/1176996362

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Home > Journals > Ann. Probab. > Volume 3 > Issue 3 > Article

June, 1975 Martingale Convergence to Mixtures of Infinitely Divisible Laws

G. K. Eagleson

Ann. Probab. 3(3): 557-562 (June, 1975). DOI: 10.1214/aop/1176996362

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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.

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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