Some new limit theorems for vector space- and group-valued random variables |
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Authors: | W Hazod |
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Institution: | (1) Mathematical Institute, University of Dortmund, D-44221 Dortmund, Germany |
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Abstract: | It is shown that weakly convergent sums (products) of normalized i.i.d. random variables with values in a finite-dimensional
vector space or in a group are mixing in the sense of A. Rényi, and limit theorems for random sums with nonindependent indices
are obtained. A new version of H. Robbins' limit theorem for random sums is presented.
Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló Hungary, 1997, Part III. |
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