Dependent Central Limit Theorems and Invariance Principles

D. L. McLeish

doi:10.1214/aop/1176996608

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Home > Journals > Ann. Probab. > Volume 2 > Issue 4 > Article

August, 1974 Dependent Central Limit Theorems and Invariance Principles

D. L. McLeish

Ann. Probab. 2(4): 620-628 (August, 1974). DOI: 10.1214/aop/1176996608

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Abstract

Central limit theorems are proved for martingales and near-martingales without the existence of moments or the full Lindeberg condition. These theorems are extended to invariance principles with a discussion of both random and nonrandom norming.

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D. L. McLeish. "Dependent Central Limit Theorems and Invariance Principles." Ann. Probab. 2 (4) 620 - 628, August, 1974. https://doi.org/10.1214/aop/1176996608