Abstract:
This paper proves a theorem on necessary conditions
for the Poisson convergence
of sums of martingale differences.
The theorem conditions generalize the
classic conditions for the convergence
of sums of independent summands.
Citation:
A. G. Sholomitskii, “On the necessary conditions of Poisson convergence
for martingales”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 813–816; Theory Probab. Appl., 49:4 (2005), 735–737