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

Authors
KOBUS M
Citation
M. Kobus, GENERALIZED POISSON-DISTRIBUTIONS AS LIMITS OF SUMS FOR ARRAYS OF DEPENDENT RANDOM VECTORS, Journal of Multivariate Analysis, 52(2), 1995, pp. 199-244
Citations number
23
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Multivariate Analysis → ACNP
ISSN journal
0047259X
Volume
52
Issue
2
Year of publication
1995
Pages
199 - 244
Database
ISI
SICI code
0047-259X(1995)52:2<199:GPALOS>2.0.ZU;2-X
Abstract
Arrays of random vectors with values in R(d) stationary in rows, are i nvestigated. By the assumptions related to the ones used in the extrem e value theory a limit thoerem for sums is proved. Necessary and suffi cient conditions for the convergence in distribution of sums to some g eneralized 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.