Scholarlink

The martingale central limit theorem (MCLT) links the notions of martingales and the Lindeberg-Feller classical central limit theorem (CLT) for independent summands.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Martingale Central Limit Theorem

  • 工具书词条

  • 发表日期：

    2025年

查看全文
  • Petra Posedel

摘要

The martingale central limit theorem (MCLT) links the notions of martingales and the Lindeberg-Feller classical central limit theorem (CLT) for independent summands.