Proofs of the martingale FCLT
From MaRDI portal
Publication:980769
DOI10.1214/07-PS122zbMath1189.60070arXiv0712.1929MaRDI QIDQ980769
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.1929
60G44: Martingales with continuous parameter
60F17: Functional limit theorems; invariance principles
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
Related Items
Steady-State Sensitivity Analysis of Continuous Time Markov Chains, An invariance principle for stochastic heat equations with periodic coefficients, Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain, Heavy-Traffic Analysis Through Uniform Acceleration of Queues with Diminishing Populations, An Analysis of a Large-Scale Machine Repair Model, Likelihood Ratio Gradient Estimation for Steady-State Parameters, Preferential attachment when stable, A martingale view of Blackwell’s renewal theorem and its extensions to a general counting process, Staffing many‐server queues with autoregressive inputs, Hydrodynamics of the generalized \(N\)-urn Ehrenfest model, Scaling limits and fluctuations of a family of \(N\)-urn branching processes, A functional central limit theorem for a Markov-modulated infinite-server queue, Limit theorems for iteration stable tessellations, On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes, Equilibrium fluctuations for a discrete Atlas model, Weak convergence of multivariate partial maxima processes, Functional central limit theorems for Markov-modulated infinite-server systems, Geodesics and flows in a Poissonian city, Density fluctuations for exclusion processes with long jumps, Two-parameter heavy-traffic limits for infinite-server queues, Convergence of a queueing system in heavy traffic with general patience-time distributions, Heavy-traffic limits for many-server queues with service interruptions, Interpolation process between standard diffusion and fractional diffusion, Stochastic Burgers equation from long range exclusion interactions, On the functional and local limit theorems for Markov modulated compound Poisson processes, Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities, Many-server diffusion limits for \(G/Ph/n+GI\) queues, Universality of noise reinforced Brownian motions, Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process, Continuity of utility maximization under weak convergence, On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions, Persistence of hubs in growing random networks, Joint invariance principles for random walks with positively and negatively reinforced steps, The Fleming-Viot process with McKean-Vlasov dynamics, The multivariate functional de Jong CLT, Iterated invariance principle for slowly mixing dynamical systems, Scaling limits for super-replication with transient price impact, Law of large numbers and central limit theorem for a class of pure jump Markov process, Symmetric exclusion as a random environment: invariance principle, Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment, Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model, Bounds and limit theorems for a layered queueing model in electric vehicle charging, Convergence of the freely rotating chain to the Kratky-Porod model of semi-flexible polymers, Stochastic equations and limit results for some two-type branching models, Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue, Substationarity for spatial point processes, Condensation and metastable behavior of non-reversible inclusion processes, Hydrodynamics of a class of \(N\)-urn linear systems, Diffusion approximations for insurance risk processes, A framework for adaptive Monte Carlo procedures, Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics, A Unified Approach to Diffusion Analysis of Queues with General Patience-Time Distributions, A Stochastic Analysis of Queues with Customer Choice and Delayed Information, Central limit theorem and recurrence for random walks in bistochastic random environments