Stopping Times and Tightness
Aldous, David
Ann. Probab., Tome 6 (1978) no. 6, p. 335-340 / Harvested from Project Euclid
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A sufficient condition for the tightness of a sequence of stochastic processes is given in terms of their behavior after stopping times. As an application, the conditions for McLeish's invariance principle for martingales are weakened.
Publié le : 1978-04-14
Classification:  Stopping time,  tightness,  weak convergence,  martingale,  invariance principle,  60B10,  60F05 
@article{1176995579,
     author = {Aldous, David},
     title = {Stopping Times and Tightness},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 335-340},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995579}
}

Aldous, David. Stopping Times and Tightness. Ann. Probab., Tome 6 (1978) no. 6, pp.  335-340. http://gdmltest.u-ga.fr/item/1176995579/