The strong mixing and the operator-selfdecomposability properties

Richard C. Bradley; Zbigniew J. Jurek

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arXiv · 1403.1441

The strong mixing and the operator-selfdecomposability properties

Richard C. Bradley·Zbigniew J. Jurek

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Abstract

For nonstationary, strongly mixing sequences of random variables taking their values in a finite-dimensional Euclidean space, with the partial sums being normalized via matrix multiplication, with certain standard conditions being met, the possible limit distributions are precisely the operator-selfdecomposable laws.

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Richard C. Bradley, Zbigniew J. Jurek. 2014-03-06. The strong mixing and the operator-selfdecomposability properties. https://arxiv.org/abs/1403.1441

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