Martingale limit theory and its application by C. C. Heyde, Peter Hall

Martingale limit theory and its application C. C. Heyde, Peter Hall ebook
Publisher: Academic Pr
Format: djvu
ISBN: 0123193508, 9780123193506
Page: 311

Martingale Limit Theory and Its Application. €Martingale limit theory and its application” of P. Key words and phrases: Central limit theorem, invariance principle, long- and . (1980): Martingale limit theory and its application. We denote its tail by At = ∑∞ Martingale Limit Theory and Its Applications. A strong law of large numbers for martingales MR 0297016 (45 #6074); [4] P. Published: (1978) Martingale limit theory and its application / P. Martingale limit theory and its application. Especially, we introduce methods based on martingale approximations. Then, in Section 2, we apply this theorem to prove a.s versions of some functional . Published: (1995); Catastrophe theory and its applications / By: Poston, T.