MARTINGALE INVARIANCE PRINCIPLES

被引：27

作者：

HALL, P ^{[1
]}

机构：

[1] MATH INST,OXFORD OX1 3LB,ENGLAND

来源：

ANNALS OF PROBABILITY | 1977年 / 5卷 / 06期

关键词：

D O I：

10.1214/aop/1176995657

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

引用

页码：875 / 887

页数：13

共 10 条

[1]

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[2]

AMOUNT OF VARIANCE NEEDED TO ESCAPE FROM A STRIP [J].

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FREEDMAN, D .

ANNALS OF PROBABILITY, 1973, 1 (05) :772-787

[3]

Breiman L., 1968, PROBABILITY

[4]

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ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :59-&

[5]

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CHATTERJI, SD .

ADVANCES IN MATHEMATICS, 1974, 13 (01) :31-54

[6]

INVARIANCE PRINCIPLE FOR MARTINGALES [J].

DROGIN, R .

ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (02) :602-&

[7]

MARTINGALE CONVERGENCE TO MIXTURES OF INFINITELY DIVISIBLE LAWS [J].

EAGLESON, GK .

ANNALS OF PROBABILITY, 1975, 3 (03) :557-562

[8]

TAIL PROBABILITIES FOR MARTINGALES [J].

FREEDMAN, DA .

ANNALS OF PROBABILITY, 1975, 3 (01) :100-118

[9]

Parthasarathy K.R., 1967, PROBABILITY MEASURES

[10]

Scott D.J., 1973, ADV APPL PROBAB, V5, P119

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