A Note on Convergence to Mixtures of Normal Distributions,

Abstract

Double arrays of random variables obtained by normalizing a sequence that is asymptotically close to a martingale difference sequence are considered, and conditions ensuring that the row sums converge in distribution to a mixture of normal distributions are found. The main condition is that the sums of squares in each row converge in probability to a random variable.

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1975
Accession Number
ADA018799

Entities

People

  • Holger Rootzen

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Convergence
  • Mathematics
  • Normal Distribution
  • Probability
  • Probability Distributions
  • Random Variables
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Explosive Engineering.
  • Mathematical Modeling and Probability Theory.