An Invariance Principle for Martingales

DOI10.1214/aoms/1177692640zbMath0243.60029OpenAlexW2063560439MaRDI QIDQ5654830

Richard Drogin

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1214/aoms/1177692640

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Convergence of probability measures (60B10)

Related Items (3)

On the functional central limit theorem for martingales ⋮ The coin-turning walk and its scaling limit ⋮ Invariance principles for stochastic area and related stochastic integrals

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