A classical limit theorem without invariance or reflection
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Publication:2561061
DOI10.1214/aop/1176996897zbMath0262.60013OpenAlexW2083311700MaRDI QIDQ2561061
Publication date: 1973
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996897
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (3)
Approximations for the maximum of a vector-valued stochastic process with drift ⋮ Unnamed Item ⋮ Equivalence of rates of convergence in the CLT between maximum partial sums and first passage times of random walks
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