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Infinitely divisible and stable statistical experiments

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Abstract

The purpose of the present contribution to the theory of comparison of statistical experiments is twofold: to describe in a somewhat direct way the functional-analytic approach to the central limit theorem for experiments in terms of infinitesimal triangular arrays, and at the same time to emphasize the application of an indisputable definition of Poisson experiments.

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Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part III.

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Heyer, H. Infinitely divisible and stable statistical experiments. J Math Sci 93, 543–551 (1999). https://doi.org/10.1007/BF02365060

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  • DOI: https://doi.org/10.1007/BF02365060

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