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Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact abelian groups |
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| Authors: | Michael S Bingham |
| Institution: | (1) Department of Statistics, University of Hull, HU6 7RX, England |
| Abstract: | Sufficient conditions are given for the stable weak convergence of the row sums of an approximate martingale triangular array to a mixture of infinitely divisible distributions on a locally compact abelian group. |
| Keywords: | Stable weak convergence approximate martingale infinitely divisible distributions probability on locally compact groups |
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