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A central limit theorem for martingales

✍ Scribed by Z. Rychlik


Publisher
Springer
Year
1979
Tongue
English
Weight
283 KB
Volume
18
Category
Article
ISSN
0363-1672

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A multivariate central limit theorem for
✍ Harry van Zanten πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 93 KB

A theorem on the weak convergence of a properly normalized multivariate continuous local martingale is proved. The time-change theorem used for this purpose allows for short and transparent arguments.