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The convergence of moments in the martingale central limit theorem

โœ Scribed by Peter Hall

Publisher
Springer
Year
1978
Tongue
English
Weight
294 KB
Volume
44
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES

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โœ Ildar Ibragimov; Mikhail Lifshits ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 338 KB

Let {~k} be the normalized sums corresponding to a sequence of i.i.d, variables with zero mean and unit variance. Define random measures n k=l and let G be the normal distribution. We show that for each continuous function h satisfying f h dG<~ and a mild regularity assumption, one has limfhdO,=fhdG