A martingale central limit theorem

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A martingale central limit theorem. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 27 (1986), issue 2, pp. 371-375

MSC: 60F05, 60G42 | MR 857555 | Zbl 0633.60038

References:

[1] HALL P., HEYOE C. C.: Martingale Limit Theory and Its Application. Academic Press, New York, 1980. MR 0624435

[2] LACHOUT P.: A note on the Martingale Central Limit Theorem. Comment. Math. Univ. Carolinae 26 (1985), 637-640. MR 0831798 | Zbl 0585.60027

[3] McLEISH D. L.: Dependent central limit theorem and invariance principles. Ann. Probab. 2 (1974), 620-628. MR 0358933

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