An Anscombe-type theorem
classification
🧮 math.PR
math.STstat.TH
keywords
randomconditionsindicessequencetheoremalreadyanscombeanscombe-type
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Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such conditions work but those already existing fail, are given as well. Key words and phrases: Anscombe theorem, Exchangeability, Random indices, Random sums, Stable convergence
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