The strong mixing and the selfdecomposability properties
Probability
2022-08-02 v1
Abstract
It is proved that infinitesimal triangular arrays obtained from normalized partial sums of strongly mixing (but not necessarily stationary) random sequences, can produce as lilmits only selfdecomposable distributions.
Keywords
Cite
@article{arxiv.1307.5676,
title = {The strong mixing and the selfdecomposability properties},
author = {Richard C. Bradley and Zbigniew J. Jurek},
journal= {arXiv preprint arXiv:1307.5676},
year = {2022}
}