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A local Lyapunov theorem and the stability of sums

โœ Scribed by Charles R. Johnson


Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
326 KB
Volume
13
Category
Article
ISSN
0024-3795

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For each n, let ( S n k ) , 1 S k s k,, be a mean zero square -integrable martingale adapted to increasing a-fields ($nk), O s k s h n , and let ( b n k ) , OSkaE,, be a system of random variables such that bno=O -=bnl-=... -= bnkn= 1 and such that bnk is Snn,k-l measurable for each k. We present su