Weak convergence using higher-order cumulants |
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Authors: | Geoffrey Grimmett |
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Affiliation: | (1) School of Mathematics, University of Bristol, University Walk, BS8 1TW Bristol, England |
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Abstract: | Denote bycj(F) thejth cumulant (or semi-invariant) of the distribution functionF. We say thatF is specified by its higher-order cumulants if it is the unique distribution functionG having the following property: there exists a positive integerJ such thatcj(G)=cj(F) forj=1,2 andjJ. Let (Fnn1) be a sequence of distribution functions, and suppose that there existsJ such thatcj(Fn)cj(F) asn, forj=1,2 andjJ. It is proved thatFnF so long asF is specified by its higher-order cumulants. It is an open problem to characterize the family of distributions which are specified by their higher-order cumulants. |
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Keywords: | Weak convergence cumulants of a distribution function |
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