GENERALIZED POISSON-DISTRIBUTIONS AS LIMITS OF SUMS FOR ARRAYS OF DEPENDENT RANDOM VECTORS

JOURNAL OF MULTIVARIATE ANALYSIS

卷:52

Article

关键词: LIMIT THEREMS FOR SUMS;    GENERALIZED POISSON DISTRIBUTION;    ARRAYS OF RANDOM VECTORS;    STATIONARITY;    M-DEPENDENCE;    ALPHA-, RHO-, PHI-MIXING;    POINT PROCESSES;    POISSON PROCESS;    ALPHA-STABLE INVARIANCE PRINCIPLE;   

DOI  :  10.1006/jmva.1995.1011

来源: Elsevier

【 摘 要 】

Arrays of random vectors with values in R(d) stationary in rows, are investigated. By the assumptions related to the ones used in the extreme value theory a limit thoerem for sums is proved. Necessary and sufficient conditions for the convergence in distribution of sums to some generalized Poisson distributions in m-dependent and alpha-, rho-, phi-mixing cases are given. As a tool the point processes theory is used. (C) 1995 Academic Press, Inc.

【 授权许可】

Free