Strong Mixing and Operator-Selfdecomposability

Richard C. Bradley () and Zbigniew J. Jurek ()
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Richard C. Bradley: Indiana University
Zbigniew J. Jurek: University of Wrocław

Journal of Theoretical Probability, 2016, vol. 29, issue 1, 292-306

Abstract: 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 (an “infinitesimality” assumption, and a restriction to “full” distributions), the possible limit distributions are precisely the operator-self-decomposable laws.

Keywords: Strong mixing; Operator self-decomposability; Urbanik semigroup; Primary 60B10; 60E07; 60F05; Secondary 15A16; 20M20 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10959-014-0575-7

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