The strong mixing and the selfdecomposability properties
Richard C. BradleyZbigniew J. Jurek
所有作者
Richard C. BradleyZbigniew J. Jurek
文献摘要
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.