A note on special cases derived from Nelson's martingale central limit theorem

DOI10.1007/S11117-015-0333-9zbMATH Open1401.60041OpenAlexW2016466357MaRDI QIDQ891939FDOQ891939

Authors: Bernardo B. de Andrade 

Publication date: 18 November 2015

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-015-0333-9

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zbMATH Keywords

central limit theoremLindeberg conditionLyapounov conditionradically elementary probabilityWiener walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Models of other mathematical theories (03C65) Nonstandard models in mathematics (03H05)

Cites Work

• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• Radically Elementary Probability Theory. (AM-117)
• Title not available (Why is that?)
• Internal set theory: A new approach to nonstandard analysis
• Stochastic calculus with infinitesimals
• Simple nonstandard proofs of Daniell-Kolmogorov-type theorems
• On a nonstandard Brownian motion and its maximal function

Cited In (1)

• Near equivalence on metric spaces and a nonstandard central limit theorem

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