Keywords: weak convergenceю.
@article{TVP_2004_49_4_a13,
author = {A. G. Sholomitskii},
title = {On the necessary conditions of {Poisson} convergence},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {813--816},
year = {2004},
volume = {49},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a13/}
}
A. G. Sholomitskii. On the necessary conditions of Poisson convergence. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 813-816. http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a13/
[1] Brown B., Eagleson G. K., “Martingale convergence to infinitely divisible laws with finite variance”, Trans. Amer. Math. Soc., 162 (1971), 449–453 | DOI | MR
[2] Brown B., “Martingale central limit theorems”, Ann. Math. Statist., 42 (1971), 59–66 | DOI | MR | Zbl
[3] Zhakod Zh., Shiryaev A. N., Predelnye teoremy dlya sluchainykh protsessov, v. 1, 2, Nauka, M., 1994, 544 pp. ; 368 с. | MR
[4] Liptser R. Sh., Shiryaev A. N., “Funktsionalnaya tsentralnaya predelnaya teorema dlya semimartingalov”, Teoriya veroyatn. i ee primen., 25:4 (1980), 683–703 | MR | Zbl
[5] Liptser R. Sh., Shiryaev A. N., Teoriya martingalov, Nauka, M., 1986, 512 pp. | MR | Zbl
[6] Sholomitskii A. G., “O neobkhodimykh usloviyakh normalnoi skhodimosti dlya martingalov”, Teoriya veroyatn. i ee primen., 43:3 (1998), 490–508 | MR