Distribution and moment convergence of martingales

DOI10.1007/BF00320924zbMath0631.60047MaRDI QIDQ1094750

Henry Teicher

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Hermite polynomialmultiple Wiener integralsmartingale difference array

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

Related Items

Limit theorems for random permanents with exchangeable structure ⋮ On weak and Moments Convergence of Randomly Indexed Sums ⋮ Convergence of self-normalized generalized \(U\)-statistics

Cites Work

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• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Multiple Wiener integral
• A class of martingales with non-symmetric limit distributions
• The multiple stochastic integral
• The convergence of moments in the martingale central limit theorem
• Remarks on the functional central limit theorem for martingales
• On the functional central limit theorem for martingales, II
• Characteristic Functions, Moments, and the Central Limit Theorem

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