Martingale random central limit theorems

DOI10.1007/BF01902602MaRDI QIDQ3865210zbMATH OpenFDO

Authors Zdzisław Rychlik

Publication date 1979

Published in Acta Mathematica Academiae Scientiarum Hungaricae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01902602

zbMATH Keywords

central limit theorems for martingalesinvariance principlestopping time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales with discrete parameter (60G42)

Cites work

• A central limit theorem for sums of a random number of independent random variables
• scientific article; zbMATH DE number 3514761 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Martingale Central Limit Theorems
• The asymptotic distribution of the sum of a random number of random variables

Cited in

(3)

• o-rates of closeness of two weighted random sums of dependent Banach- valued random variables
• Simple tail index estimation for dependent and heterogeneous data with missing values
• Weak convergence of martingales with random indices to infinitely divisible laws

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