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WHEN IS HALF-LINE CONVERGENCE TO AN INFINITELY DIVISIBLE LAW ν EQUIVALENT TO WEAK CONVERGENCE TO ν?

Published online by Cambridge University Press:  01 February 1998

A. M. ULANOVSKII
Affiliation:
Høgskolen i Stavanger, POB 2557 Ullandhaug, Stavanger 4004, Norway
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Abstract

For a wide class of infinitely divisible laws μ numbers R(μ) are evaluated satisfying the property: if R>R(μ) then μ is uniquely determined by its values on the half-line (−∞, R); if R<R(μ) then μ is not determined by its values on (−∞, R). Necessary and sufficient conditions are given for ‘half-line’ convergence to μ on (−∞, R) to be equivalent to weak convergence to μ.

Type
Notes and Papers
Copyright
The London Mathematical Society 1998

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