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Martingale limit theory

Hall, Peter Gavin


A central limit theorem for martingales was considered as early as 1935» when Paul Levy established several results. However, it is only since the 1960's that the field has received much attention, and some of the most important work was published by Erown [9] in 1971. In this dissertation we take a critical look at the present situation of martingale central limit theory. We change the form of the classical central limit problem and show that in this new form it has a solution under...[Show more]

CollectionsOpen Access Theses
Date published: 1975
Type: Thesis (Masters)


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