Dependent Central Limit Theorems and Invariance Principles
McLeish, D. L.
Ann. Probab., Tome 2 (1974) no. 6, p. 620-628 / Harvested from Project Euclid
Central limit theorems are proved for martingales and near-martingales without the existence of moments or the full Lindeberg condition. These theorems are extended to invariance principles with a discussion of both random and nonrandom norming.
Publié le : 1974-08-14
Classification:  Central limit theorem,  martingales dependence,  invariance principle,  60F05,  60G45
@article{1176996608,
     author = {McLeish, D. L.},
     title = {Dependent Central Limit Theorems and Invariance Principles},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 620-628},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996608}
}
McLeish, D. L. Dependent Central Limit Theorems and Invariance Principles. Ann. Probab., Tome 2 (1974) no. 6, pp.  620-628. http://gdmltest.u-ga.fr/item/1176996608/