An Anscombe-Type Theorem

Let ( X n ) be a sequence of random variables (with values in a separable metric space) and ( N n ) a sequence of random indices. Conditions for to converge stably (in particular, in distribution) are provided. Some examples where such conditions work but where those existing fail are given as well.

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Bibliographische Detailangaben
Veröffentlicht in:	Journal of mathematical sciences (New York, N.Y.) N.Y.), 2014, Vol.196 (1), p.15-22
Hauptverfasser:	Berti, P., Crimaldi, I., Pratelli, L., Rigo, P.
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics Mathematics and Statistics
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	Let ( X n ) be a sequence of random variables (with values in a separable metric space) and ( N n ) a sequence of random indices. Conditions for to converge stably (in particular, in distribution) are provided. Some examples where such conditions work but where those existing fail are given as well.
ISSN:	1072-3374 1573-8795
DOI:	10.1007/s10958-013-1629-6