Convergence in Total Variation to a Mixture of Gaussian Laws
It is not unusual that Xn⟶distVZ where Xn, V, Z are real random variables, V is independent of Z and Z∼N(0,1). An intriguing feature is that PVZ∈A=EN(0,V2)(A) for each Borel set A⊂R, namely, the probability distribution of the limit VZ is a mixture of centered Gaussian laws...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-06-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | http://www.mdpi.com/2227-7390/6/6/99 |