A general principle for limit theorems in finitely additive probability: The dependent case

In this paper we formulate and prove a general principle which enables us to deduce limit theorems for a sequence of random variables on a finitely additive probability space.

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Year of publication:	1988
Authors:	Karandikar, Rajeeva L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 24.1988, 2, p. 189-206
Publisher:	Elsevier
Keywords:	finitely additive probability martingales exchangeable sequences subsequence principle

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199825