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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2004 Volume 49, Issue 4, Pages 813–816 (Mi tvp199)
This article is cited in 1 paper

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On the necessary conditions of Poisson convergence for martingales

A. G. Sholomitskii

Central Economics and Mathematics Institute, RAS

Abstract: This paper proves a theorem on necessary conditions for the Poisson convergence of sums of martingale differences. The theorem conditions generalize the classic conditions for the convergence of sums of independent summands.

Keywords: martingale, Poisson law, weak convergencež.

Received: 14.11.2001

DOI: 10.4213/tvp199


 English version: Theory of Probability and its Applications, 2005, 49:4, 735–737

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