Abstract
Sufficient conditions are given for the stable weak convergence of the row sums of an approximate martingale triangular array to a mixture of infinitely divisible distributions on a locally compact abelian group.
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Bingham, M.S. Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact abelian groups. J Theor Probab 6, 123–152 (1993). https://doi.org/10.1007/BF01046772
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DOI: https://doi.org/10.1007/BF01046772