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/