An invariance principle for random subsequences of martingales /

Bibliographic Details
Main Author:	Huggins, Richard M. (Author)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1989]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 38.
Subjects:	Martingales (Mathematics) Limit theorems (Probability theory) Branching processes. Sequential analysis. Mathematical statistics. Probability theory and stochastic processes > Limit theorems > Functional limit theorems; invariance principles. Probability theory and stochastic processes > Markov processes > Branching processes (Galton-Watson, birth-and-death, etc.) Asymptotic martingale theory Galton-Watson process Sequential procedures

Description
Abstract:	A central limit theorem is given for subsequences of martingales that may not themselves obey a central limit theorem. An application to the critical Galton-Watson process with immigration is given.
Physical Description:	19 leaves ; 28 cm
Bibliography:	Includes bibliographical references (leaf 19).