On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales
From MaRDI portal
Publication:5563146
DOI10.2307/1994694zbMath0174.49202OpenAlexW4241575764MaRDI QIDQ5563146
Publication date: 1969
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1994694
Related Items (max. 100)
The capacity of QoE for wireless networks with unreliable transmissions ⋮ Departure from independence: The strong law, standard and random-sum central limit theorems ⋮ Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation ⋮ Sequential adaptive strategies for sampling rare clustered populations ⋮ Stopping times for stochastic approximation procedures ⋮ Sequential estimation of parameters in one-truncation parameter families under type ii censoring ⋮ Limit distributions and comparative asymptotic efficiency of the Smirnov- Kolmogorov statistics with a random index ⋮ Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure ⋮ A random functional central limit theorem for martingales ⋮ Some properties of convergence in distribution of sums and maxima of dependent random variables ⋮ On a law of iterated logarithm for strongly multiplicative systems ⋮ Sequential estimation in two-truncation parameter family of distributions under type II censoring ⋮ On central limit theorems for martingale triangular arrays ⋮ Asymptotic Inference for Jump Diffusions with State-Dependent Intensity ⋮ Asymptotic efficiency of Kolmogorov-Smirnov type symmetry tests in the case of a sample of random size ⋮ On the rate of convergence in the central limit theorem for discounted sums of martingle differences
This page was built for publication: On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales