Darling-Erdős theorems for martingales

DOI10.1007/BF01051877zbMath0681.60024OpenAlexW2001286765MaRDI QIDQ1823537

Uwe Einmahl, David M. Mason

Publication date: 1989

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01051877

zbMATH Keywords

Skorokhod embeddingmartingale difference sequenceDarling-Erdős extreme value limiting theoremGumbel extreme value distribution

Mathematics Subject Classification ID

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

Related Items

A general Darling-Erdős theorem in Euclidean space, Darling-Erdős theorem for self-normalized sums, A Darling-Erdős type result for stationary ellipsoids, Upper-lower class tests for weighted i.i.d. sequences and martingales, Darling--Erd\H{o}s theorem for L\'evy processes at zero, Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence, Laws of the iterated logarithm for locally square integrable martingales, Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law

Cites Work

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