The strong mixing and the selfdecomposability properties

Richard C. Bradley and Zbigniew J. Jurek

Statistics & Probability Letters, 2014, vol. 84, issue C, 67-71

Abstract: It is proved that infinitesimal triangular arrays obtained from normalized partial sums of strongly mixing (but not necessarily stationary) random sequences can produce as limits only selfdecomposable distributions.

Keywords: Strongly mixing sequence; Infinitesimal triangular array; Selfdecomposable distribution; Banach space (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2013.09.015

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