Replacing the martingale assumption in a martingale central limit theorem (Q1108656)
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English | Replacing the martingale assumption in a martingale central limit theorem |
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Replacing the martingale assumption in a martingale central limit theorem (English)
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1988
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This short paper considers the particularization of the author's previous central limit theorem for approximate martingale arrays with values in a locally compact group [cf. Math. Z. 192, 409-419 (1986; Zbl 0599.60010)] to the case of approximate martingales taking values on the real line. Two different approximate martingale conditions are considered and it is shown that these imply the general central limit theorem for martingales of \textit{P. Hall} and \textit{C. C. Heyde} [Martingale limit theory and its application (1980; Zbl 0462.60045), p. 58].
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central limit theorem
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approximate martingale
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