A weak invariance principle for Hilbert space valued martingales

zbMath0544.60043MaRDI QIDQ796894

Gregory J. Morrow

Publication date: 1983

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Hilbert spaceWiener measureinvariance principletruncation methodHilbert space valued random vectors

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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