A general principle for limit theorems in finitely additive probability: The dependent case
Rajeeva L. Karandikar
Journal of Multivariate Analysis, 1988, vol. 24, issue 2, 189-206
Abstract:
In this paper we formulate and prove a general principle which enables us to deduce limit theorems for a sequence of random variables on a finitely additive probability space.
Keywords: finitely; additive; probability; martingales; exchangeable; sequences; subsequence; principle (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(88)90035-8
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:24:y:1988:i:2:p:189-206
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Journal of Multivariate Analysis is currently edited by de Leeuw, J.
More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().