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2013 STABLE POISSON CONVERGENCE FOR INTEGER-VALUED RANDOM VARIABLES
Tsung-Lin Cheng, Shun-Yi Yang
Taiwanese J. Math. 17(6): 1869-1885 (2013). DOI: 10.11650/tjm.17.2013.1751

Abstract

In this paper, we obtain some stable Poisson Convergence Theorems for arrays of integer-valued dependent random variables. We prove that the limiting distribution is a mixture of Poisson distribution when the conditional second moments on a given $\sigma$-algebra of the sequence converge to some positive random variable. Moreover, we apply the main results to the indicator functions of rowise interchangeable events and obtain some interesting stable Poisson convergence theorems.

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Tsung-Lin Cheng. Shun-Yi Yang. "STABLE POISSON CONVERGENCE FOR INTEGER-VALUED RANDOM VARIABLES." Taiwanese J. Math. 17 (6) 1869 - 1885, 2013. https://doi.org/10.11650/tjm.17.2013.1751

Information

Published: 2013
First available in Project Euclid: 10 July 2017

zbMATH: 1291.60044
MathSciNet: MR3141864
Digital Object Identifier: 10.11650/tjm.17.2013.1751

Subjects:
Primary: 60F05

Keywords: stable Poisson Convergence

Rights: Copyright © 2013 The Mathematical Society of the Republic of China

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Vol.17 • No. 6 • 2013
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