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scientific article; zbMATH DE number 1959487
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scientific article; zbMATH DE number 1959487 |
Statements
5 August 2003
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functional central limit theorem
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martingales
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0.8847188949584961
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0.845767617225647
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0.8306648135185242
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This is a survey of recent results on rates of convergence in the functional central limit theorem for real martingales, that is, on estimating the Prokhorov distance between a real martingale and the standard Brownian motion process. Some of the results presented are due to the author and his collaborators. A few new results for multidimensional martingales are derived using results holding in the one-dimensional case. For the entire collection see [Zbl 1009.00022].
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