ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES

DOI10.1142/S021949370400105XzbMath1080.60015arXivmath/0403008OpenAlexW2074118433MaRDI QIDQ5704743

Mohamed El Machkouri, Dalibor Volný

Publication date: 15 November 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0403008

zbMATH Keywords

central limit theoremmixingmeasure-preserving transformationpositive entropy

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (1)

Exact convergence rates in the central limit theorem for a class of martingales

Cites Work

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• Counterexamples in ergodic theory and number theory
• Large deviations for martingales.
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Martingale-difference Gibbs random fields and central limit theorem
• A Central Limit Theorem for a Class of Dependent Random Variables

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