Martingale invariance principles

DOI10.1214/aop/1176995657zbMath0405.60029OpenAlexW2033622955WikidataQ104698876 ScholiaQ104698876MaRDI QIDQ1257286

Hall, Peter

Publication date: 1977

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995657

zbMATH Keywords

Converge in Distribution to Brownian MotionInvariance TheoremSquare-Integrable Martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17)

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