We give a simple proof of the scalar central limit theorem for point process martingales. The proof is based on a result of Guiasu concerning random time changes. A condition of 'Lyapunov type' is given.Central limit theorem Martingale Mixing convergence Point process Random time change, Stable convergence
International audienceWe prove a central limit theorem for stationary multiple (random) fields of ma...
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale ...
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale ...
A random functional central limit theorem is obtained for a stationary linear process of the form , ...
AbstractThe proofs of various central limit theorems for strictly stationary sequences of random var...
We study the spectral measure for stationary transformations, and then apply to Ergodic theorem and ...
AbstractA functional central limit theorem is obtained for martingales which are not uniformly asymp...
Many of the proofs of various central limit theorems and laws of the iterated logarithm for strictly...
The present volume contains the most advanced theories on the martingale approach to central limit t...
Nous étudions la mesure spectrale des transformations stationnaires, puis nous l utilisons pour étud...
Nous étudions la mesure spectrale des transformations stationnaires, puis nous l’utilisons pour étud...
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, bet...
A functional central limit theorem for a local square integrable martingale with persistent disconti...
International audienceIn this paper, we give rates of convergence, for minimal distances and for the...
International audienceIn this paper, we give rates of convergence, for minimal distances and for the...
International audienceWe prove a central limit theorem for stationary multiple (random) fields of ma...
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale ...
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale ...
A random functional central limit theorem is obtained for a stationary linear process of the form , ...
AbstractThe proofs of various central limit theorems for strictly stationary sequences of random var...
We study the spectral measure for stationary transformations, and then apply to Ergodic theorem and ...
AbstractA functional central limit theorem is obtained for martingales which are not uniformly asymp...
Many of the proofs of various central limit theorems and laws of the iterated logarithm for strictly...
The present volume contains the most advanced theories on the martingale approach to central limit t...
Nous étudions la mesure spectrale des transformations stationnaires, puis nous l utilisons pour étud...
Nous étudions la mesure spectrale des transformations stationnaires, puis nous l’utilisons pour étud...
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, bet...
A functional central limit theorem for a local square integrable martingale with persistent disconti...
International audienceIn this paper, we give rates of convergence, for minimal distances and for the...
International audienceIn this paper, we give rates of convergence, for minimal distances and for the...
International audienceWe prove a central limit theorem for stationary multiple (random) fields of ma...
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale ...
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale ...