Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such conditions work but those already existing fail, are given as well.

An Anscombe-type theorem

Crimaldi I;
2014-01-01

Abstract

Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such conditions work but those already existing fail, are given as well.
2014
Anscombe theorem; Exchangeability; Random indices; Random sums; Stable convergence
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11771/3842
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