scientific article; zbMATH DE number 3798746

MaRDI QIDQ4743496zbMATH OpenFDO

Authors P. J. Holewijn, Isaac Meilijson

Publication date 1983

Full work available at URL http://www.numdam.org/item?id=SPS_1983__17__240_0, https://eudml.org/doc/113444

zbMATH Keywords

central limit theorem for sums of stationary ergodic martingale differencesSkorokhod type embedding

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10)

Cited in

(1)

• On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk

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