| Title:
|
Martingale convergence to the Poisson distribution (English) |
| Author:
|
Eagleson, G. K. |
| Language:
|
English |
| Journal:
|
Časopis pro pěstování matematiky |
| ISSN:
|
0528-2195 |
| Volume:
|
101 |
| Issue:
|
3 |
| Year:
|
1976 |
| Pages:
|
271-277 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G45 |
| idZBL:
|
Zbl 0345.60027 |
| idMR:
|
MR0482947 |
| DOI:
|
10.21136/CPM.1976.117920 |
| . |
| Date available:
|
2009-09-23T08:44:50Z |
| Last updated:
|
2020-07-29 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/117920 |
| . |
| Reference:
|
[1] Aлдa B.: Зaмeчaниe к pacпpeдeлeнию Пyaccoнa.Czech. Math. J. 2 (77) 1952, 243 - 246. |
| Reference:
|
[2] Brown B. M., Eagleson G. K.: Behaviour of moments of row sums of elementary systems.Ann. Math. Statist. 41 (1970), 1853-1860. MR 0295414 |
| Reference:
|
[3] Brown B. M., Eagleson G. K.: Martingale convergence to infinitely divisibîe laws with finite variances.Trans. Amer. Math. Soc. I62 (1971), 449-453. MR 0288806 |
| Reference:
|
[4] Freedman D.: The Poisson approximation for dependent events.Ann. Prob. 2 (1974), 256-269. Zbl 0301.60021, MR 0370694 |
| Reference:
|
[5] Gnedenko B. V.: The Theory of Probability.2nd ed. Chelsea, New York, (1962). Zbl 0102.34402 |
| Reference:
|
[6] McLeish D. L.: Dependent central limit thðorems and invariance principles.Ann. Prob. 2(1974), 620-628. MR 0358933 |
| Reference:
|
[7] Muxaйлoв B. Г.: Cxoдимocть к Пyaccoнoвcкoмy пpoцeccy в cxeмe нapacтaющиx cyмм зaвиcимыx cлyчaйныx вeличин.Teopия вepoят. и ee пpимeн. XIX (1974), 422-426. |
| Reference:
|
[8] Pratt J. W.: On interchanging limits and integrals.Ann. Math. Statist. 31 (1960), 74-77. Zbl 0090.26802, MR 0123673 |
| Reference:
|
[9] Paйкoв Д. A.: O cвязи мeждy цeнтpaльным пpeдeльным зaкoнoм тeopии вepoятнocтeй и зaкoнoм бoльшиx чиceл.Изв. A. H. CCCP, cepия мaт. (1938), 323-336. |
| Reference:
|
[10] Ceвacmьянoв Б. A.: Пpeдeльный зaкoн Пyaccoнa в cxeмe cyмм зaвиcимыx cлyчaйныx вeличин.Teopия вepoят. и ee пpимeн. XVII (1972), 733- 738. |
| Reference:
|
[11] Scott D. J.: Central limit theorems for martingales and for processes with stationary increments, using a Skorohod representation approach.Adv. Appl. Prob. 5 (1973), 119-137. MR 0336775 |
| . |
