CENTRAL LIMIT THEOREM FOR BACKWARDS MARTINGALES

被引：8

作者：

LOYNES, RM

机构：

[1] Statistical Laboratory, Cambridge

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1969年 / 13卷 / 01期

关键词：

D O I：

10.1007/BF00535793

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

That the central theorem is valid for (forward) martingales is a result with a long history, beginning with Lévy [6], the most refined and recent results being due to Billingsley [3]. Not altogether surprisingly, an analogous result holds for backwards martingales, and the proof, which parallels closely that of Billingsley, occupies Section 1. Examples are given in Section 2. © 1969 Springer-Verlag.

引用

页码：1 / &

共 9 条

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[3]

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[4]

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[9] ON INTERCHANGING LIMITS AND INTEGRALS [J].

PRATT, JW .

ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (01) :74-77

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