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- W1973218330 abstract "Let ${Y_j}^infty_{j = 1}$ be a sequence of random variables defined on a probability space $(Omega, F, P)$, which are not necessarily independent, or identically distributed. Let $S_n = Y_1 + cdots + Y_n$. Assume that there exists sequences of constants ${A_n}, {B_n}, B_n > 0$ such that the limit distribution of $(S_n - A_n)/B_n$ exists. For a class of limit distributions which includes the stable distributions, we give a characterization of ${B_n}$ in terms of the dispersion of the sequence of partial sums $S_n$. Such a characterization will be useful in obtaining stable limit theorems for Markov chains since it allows a description of the norming constants which is not dependent on any particular state of the state space of the Markov chain. In addition, using this characterization and that of Tucker in [6], we obtain a partial strengthening of Paul Levy's Theorem on the Augmentation of the Dispersion." @default.
- W1973218330 created "2016-06-24" @default.
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- W1973218330 date "1968-04-01" @default.
- W1973218330 modified "2023-09-30" @default.
- W1973218330 title "A Characterization of Certain Sequences of Noming Constants" @default.
- W1973218330 doi "https://doi.org/10.1214/aoms/1177698403" @default.
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