Portmanteau theorem for unbounded measures

Statistics and Probability Letters

Volumn 76, Issue 17, 2006, Pages 1831-1835

  Barczy, Mátyás ^a   Pap, Gyula ^a  

^a UNIVERSITY OF DEBRECEN   (Hungary)

Author keywords

L vy measure; Portmanteau theorem; Weak convergence of bounded measures

Indexed keywords

EID: 33748490694     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.04.025     Document Type: Article

References (3)

1. Dudley R.M. Real Analysis and Probability (1989), The Wadsworth & Brooks Cole Mathematics Series, Pacific Grove, CA
2. Jacod J., and Shiryayev A.N. Limit Theorems for Stochastic Processes (1987), Springer, Berlin, Heidelberg, New York, London, Paris, Tokyo
3. Meerschaert M.M., and Scheffler H.-P. Limit Distributions for Sums of Independent Random Vectors. Heavy Tails in Theory and Practice (2001), Wiley, New York