A note on special cases derived from Nelson's martingale central limit theorem

DOI10.1007/s11117-015-0333-9zbMath1401.60041OpenAlexW2016466357MaRDI QIDQ891939

Bernardo B. de Andrade

Publication date: 18 November 2015

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-015-0333-9

zbMATH Keywords

central limit theoremLindeberg conditionLyapounov conditionradically elementary probabilityWiener walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Nonstandard models in mathematics (03H05) Models of other mathematical theories (03C65)

Related Items (1)

Near equivalence on metric spaces and a nonstandard central limit theorem

Cites Work

• Unnamed Item
• Stochastic calculus with infinitesimals
• On a nonstandard Brownian motion and its maximal function
• Simple nonstandard proofs of Daniell-Kolmogorov-type theorems
• Radically Elementary Probability Theory. (AM-117)
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• Internal set theory: A new approach to nonstandard analysis

This page was built for publication: A note on special cases derived from Nelson's martingale central limit theorem