On the functional central limit theorem for martingales
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Publication:4104669
DOI10.1007/BF00537263zbMath0336.60047MaRDI QIDQ4104669
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (15)
On the martingale central limit theorem for strictly stationary sequences ⋮ Unnamed Item ⋮ Relative stability in strictly stationary random sequences ⋮ Central limit theorems and diffusion approximations for multiscale Markov chain models ⋮ Diffusion approximation for an overloaded \(X\) model via a stochastic averaging principle ⋮ A note on convergence to mixtures of normal distributions ⋮ Weak convergence of semimartingales ⋮ Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems ⋮ Remarks on the functional central limit theorem for martingales ⋮ On the functional central limit theorem for martingales, II ⋮ On weak convergence to Brownian motion ⋮ Invariance principles for stochastic area and related stochastic integrals ⋮ On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales ⋮ Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments ⋮ Martingale difference arrays and stochastic integrals
Cites Work
- Distribution function inequalities for martingales
- Dependent central limit theorems and invariance principles
- The Lindeberg-Levy Theorem for Martingales
- Martingale Central Limit Theorems
- An Invariance Principle for Martingales
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- A Central Limit Theorem for a Class of Dependent Random Variables
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