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Journal of Theoretical Probability
Article . 1992 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Weak convergence using higher-order cumulants

Authors: Grimmett, GR;

Weak convergence using higher-order cumulants

Abstract

Let \(c_ j(F)\) denote the \(j\)-th cumulant of the distribution function \(F\). The main result of the paper can be formulated as follows. Let \(\{F_ n\}\) be a sequence of distribution functions and let \(F\) be a distribution function which is specified by its higher-order cumulants (this notion is defined in the appropriate way, similar as in the case of moments). If there exists a positive integer \(J\) such that, as \(n\to\infty\), \(c_ j(F_ n)\to c_ j(F)\), \(j=1,2\) and \(j\geq J\), then \(F_ n\) converges weakly to \(F\). It is an open problem to characterize the family of distributions which are specified by their higher-order cumulants. For previous works on this topic see [\textit{V. A. Malyshev}, Soviet Math., Dokl. 16(1975), 1141-1145; translation from Akad. Nauk SSSR, Dokl. 224, No. 1, 35-38 (1975)], [\textit{J. T. Cox} and \textit{G. R. Grimmett}, J. Stat. Phys. 25, 237-251 (1981; Zbl 0512.60094)], and [\textit{S. Janson}, Ann. Probab. 16, No. 1, 305-312 (1988; Zbl 0639.60029)].

Country
United Kingdom
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Keywords

higher-order cumulants, Central limit and other weak theorems, weak convergence, cumulant

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Average
Top 10%
Average
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