Some Properties of stochastic compactness
- 1 December 1980
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics
- Vol. 30 (3) , 264-277
- https://doi.org/10.1017/s144678870001716x
Abstract
The aim of this paper is to show that some of the known properties of distributions in the domain of attraction of a stable law have counterparts for distributions which are stochastically compact in the sense of Feller. This enables us to unify the ideas of Feller and Doeblin, who first studied the concept of stochastic compactness, and give new characterizations of stochastic compactness and the domain of attraction of the normal distribution.Keywords
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