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Dependent Central Limit Theorems and Invariance Principles
D. L. McLeish
The Annals of Probability
Vol. 2, No. 4 (Aug., 1974), pp. 620-628
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2959412
Page Count: 9
You can always find the topics here!Topics: Martingales, Central limit theorem, Random variables, Perceptron convergence procedure, Mathematics, Statism, Mathematical moments
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Central limit theorems are proved for martingales and near-martingales without the existence of moments or the full Lindeberg condition. These theorems are extended to invariance principles with a discussion of both random and nonrandom norming.
The Annals of Probability © 1974 Institute of Mathematical Statistics