The strong mixing and the operator-selfdecomposability properties
Probability
2021-09-07 v1
Abstract
For nonstationary, strongly mixing sequences of random variables taking their values in a finite-dimensional Euclidean space, with the partial sums being normalized via matrix multiplication, with certain standard conditions being met, the possible limit distributions are precisely the operator-selfdecomposable laws.
Cite
@article{arxiv.1403.1441,
title = {The strong mixing and the operator-selfdecomposability properties},
author = {Richard C. Bradley and Zbigniew J. Jurek},
journal= {arXiv preprint arXiv:1403.1441},
year = {2021}
}