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On the convergence of martingale transforms

✍ Scribed by Luis Báez-Duarte


Publisher
Springer
Year
1971
Tongue
English
Weight
158 KB
Volume
19
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES


On convergence of multivariate Laplace t
✍ S.T. Jensen; B. Nielsen 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 190 KB

It is well-known that convergence of Laplace transforms in a neighbourhood of the origin is a sufficient criteria for weak convergence. It is worthwhile to note that the interior of the set of convergence points is convex. This provides a link to exponential family theory. As an example an autoregre