Abstract:
This paper focuses on weak limits (as the number of summands grows) of distributions of separable statistics taking values in locally compact Hausdorff Abelian groups. We consider a general method of deriving limit theorems for separable statistics that is applicable to any schemes. The weak limits under study are expressed in terms of the limit conditional distribution of an additive form associated with the separable statistic and determined from the independent random variables.
Citation:
È. M. Kudlaev, “Weak convergence of distributions of separable statistics”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 85–107; Theory Probab. Appl., 42:1 (1998), 130–148
This publication is cited in the following 4 articles:
E. M. Kudlaev, “Representation of the Characteristic Function for a Sum of a Random Number of Random Summands with Values in an LCA-Group*”, J Math Sci, 196:1 (2014), 50
S. A. Maslenkov, “Decomposable Statistics and Random Placement of Particles over a Countable Set of Cells*”, J Math Sci, 189:6 (2013), 950
E. M. Kudlaev, “On Finite-Dimensional Distributions of a Random Element Conditioned by the Sum of Random Elements*”, J Math Sci, 191:4 (2013), 588
E. M. Kudlaev, “On conditions of existence of sums of functions of conditioned random elements”, J Math Sci, 127:4 (2005), 2099