The Lindeberg-Lévy theorem for martingales
Author:
Patrick Billingsley
Journal:
Proc. Amer. Math. Soc. 12 (1961), 788-792
MSC:
Primary 60.30
DOI:
https://doi.org/10.1090/S0002-9939-1961-0126871-X
MathSciNet review:
0126871
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References | Similar Articles | Additional Information
- [1] Patrick Billingsley, Statistical inference for Markov processes, Institute of Mathematical Statistics-University of Chicago Statistical Research Monographs, University of Chicago Press, 1961. MR 0123419 (23:A746)
- [2] J. L. Doob, Stochastic processes, New York, John Wiley and Sons, 1953. MR 0058896 (15:445b)
- [3] Paul Lévy, Calcul des probabilités, Paris, Gauthier-Villars, 1925.
- [4] -, Propriétés asymptotique des sommes de variables enchaînées, Bull. Sci. Math. vol. 59 (1935) pp. 84-96, 109-128.
- [5] -, Propriétés asymptotiques des sommes de variables aléatoires independantes ou enchaînées, J. Math. Pures Appl. Ser. 8, vol. 14 (1935) pp. 347-402.
- [6] -, Théorie de l'addition des variables aléatoires, Paris, Gauthier-Villars, 1937.
- [7] J. W. Lindeberg, Eine neue Herleitung des Exponentialgesetzes in der Wahrscheinlichkeitsrechnung, Math. Z. vol. 15 (1922) pp. 211-225. MR 1544569
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Additional Information
DOI:
https://doi.org/10.1090/S0002-9939-1961-0126871-X
Article copyright:
© Copyright 1961
American Mathematical Society