Invariance principle for martingales on the plane
type: Item
instance of: scholarly article
title: Invariance principle for martingales on the plane
zbMATH Open document ID: 0569.60034
DOI: 10.1007/BF00969131
author: R. Morkvėnas
published in: Lithuanian Mathematical Journal
publication date: 1984-01-01T00:00:00Z
review text: Central limit theorems and invariance principles for two-parameter strong martingale and near-martingale difference arrays are proved and the results of \textit{D. L. McLeish}, Ann. Probab. 2, 620-628 (1974; Zbl 0287.60025) generalized.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 3909438
zbMATH Keywords: Central limit theorems
zbMATH Keywords: invariance principles
zbMATH Keywords: two-parameter strong martingale and near-martingale difference arrays
reviewed by: R. Mikulevicius
MaRDI profile type: Publication
cites work: Dependent central limit theorems and invariance principles
cites work: Q3206075
cites work: Stochastic integrals in the plane
cites work: Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
cites work: Convergence and regularity of multiparameter strong martingales
cites work: Martingale Central Limit Theorems
description: scientific article; zbMATH DE number 3909438