An infinite dimensional central limit theorem for correlated martingales

Journal article

Annales de l'I.H.P. Probabilités et statistiques, Vol.40(2), pp.167-196

2004

Abstract

Exact sciences and technology

Limit theorems

Mathematics

Probability and statistics

Probability theory and stochastic processes

Sciences and techniques of general use

Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications)

Stochastic processes

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Title: An infinite dimensional central limit theorem for correlated martingales
Creators: Ilie Grigorescu - Department of Mathematics, University of Miami, 1365 Memorial Drive, Ungar Building, Room 525, Coral Gables, FL 33146, United States
Publication Details: Annales de l'I.H.P. Probabilités et statistiques, Vol.40(2), pp.167-196
Publisher: Elsevier
Academic Unit: College of A&S; A&S - Mathematics
Language: English
Resource Type: Journal article
Record Identifier: 991031620112902976