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Central limit problem on Lp (p ≥ 2) II. Compactness of infinitely divisible laws |
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| Authors: | G.G. Hamedani V. Mandrekar |
| Affiliation: | 1. Arya-Mehr University of Technology, Tehran, Iran;2. Michigan State University USA |
| Abstract: | Compactness criterion for a sequence of infinitely divisible laws in terms of their Lévy-Khinchine representations is obtained. As a consequence, analog of classical central limit theorems without the assumption of bounded variance on the triangular arrays are proved. |
| Keywords: | 60B05 60F05 28A40 Gaussian measures infinitely divisible measures compactness central limit theorem |
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