On the necessity of the Lindeberg condition for the normal convergence of martingales

DOI10.1023/A:1010217800645MaRDI QIDQ1566447zbMATH OpenOpenAlexFDO

Authors V. M. Kruglov

Publication date 15 June 2003

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1010217800645

zbMATH Keywords

Lindeberg conditionLindeberg-Feller theoremnormal convergence of martingales

Mathematics Subject Classification ID

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

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