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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 2, Pages 373–386 (Mi tvp3483)  
On the convergence of moments in a martingale central limit theorem

K. S. Kubacki

Institute of Applied Mathematics, AR, Lublin, Poland
Full-text PDF (1813 kB)
Abstract: The paper investigates a limit theorem for randomly stopped, square-integrable martingales in the case when a limiting distribution is a mixture of normal distributions. Together with the weak convergence, the convergence of absolute moments is established.
Keywords: weak convergence, stopping times, randomly stopped martingale stable convergence, convergence of moments, random-sums limit theorem.
Received: 29.12.1991
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 2, Pages 273–284
DOI: https://doi.org/10.1137/1140030
Bibliographic databases:
Language: English
Citation: K. S. Kubacki, “On the convergence of moments in a martingale central limit theorem”, Teor. Veroyatnost. i Primenen., 40:2 (1995), 373–386; Theory Probab. Appl., 40:2 (1995), 273–284
Citation in format AMSBIB
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\paper On the convergence of moments in a martingale central limit theorem
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\yr 1995
\vol 40
\issue 2
\pages 373--386
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\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 2
\pages 273--284
\crossref{https://doi.org/10.1137/1140030}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VE35900007}
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  • https://www.mathnet.ru/eng/tvp/v40/i2/p373
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