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Martingale limit theory and its application C. C. Heyde, Peter Hall
Publisher: Academic Pr

Published: (1978) Martingale limit theory and its application / P. Martingale Limit Theory and Its Application. Key words and phrases: Central limit theorem, invariance principle, long- and . Consider a discrete-time martingale, and let V 2 be its normalized quadratic variation. Martingale limit theory and its application. We denote its tail by At = ∑∞ Martingale Limit Theory and Its Applications. Published: (1995); Catastrophe theory and its applications / By: Poston, T. 5 Application to the Binomial .. Keywords: Martingale, central limit theorem, rate of convergence. Expression for the cdf of the normal N[µ, σ2] distribution, but its density is f(x) = 1. Terms of V 2 − 1p seem indeed particularly convenient when one wants to apply.