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

DOI10.1023/A:1020268304476MaRDI QIDQ1850762zbMATH OpenFDO

Authors V. M. Kruglov

Publication date 6 June 2003

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

conditional Lindeberg conditionmartingale weak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cited in

(1)

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

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