Some Properties of stochastic compactness

Journal of the Australian Mathematical Society

R. A. Maller¹ 

关键词: 60 F 05;    60 E 07;    60 G 50;   

DOI  :  10.1017/S144678870001716X

学科分类：数学（综合）

来源: Cambridge University Press

【 摘 要 】

The aim of this paper is to show that some of the known properties of distributions in the domain of attraction of a stable law have counterparts for distributions which are stochastically compact in the sense of Feller. This enables us to unify the ideas of Feller and Doeblin, who first studied the concept of stochastic compactness, and give new characterizations of stochastic compactness and the domain of attraction of the normal distribution.

【 授权许可】

Unknown