An Extended Martingale Invariance Principle
McLeish, D. L.
Ann. Probab., Tome 6 (1978) no. 6, p. 144-150 / Harvested from Project Euclid
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In this note the conditions on an invariance principle for triangular arrays of random variables contained in an earlier paper are weakened. Random norming by functions which are not stopping times is permitted, the $L^2$-boundedness conditions on the maximum of the summands relaxed, and joint convergence with an arbitrary sequence of random elements of some other metric space proved.
Publié le : 1978-02-14
Classification:  Invariance principle,  Donsker's theorem,  central limit theorem,  martingales,  60F05,  60G45 
@article{1176995619,
     author = {McLeish, D. L.},
     title = {An Extended Martingale Invariance Principle},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 144-150},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995619}
}

McLeish, D. L. An Extended Martingale Invariance Principle. Ann. Probab., Tome 6 (1978) no. 6, pp.  144-150. http://gdmltest.u-ga.fr/item/1176995619/