搜索结果: 1-2 共查到“统计学 ocone martingales”相关记录2条 . 查询时间(0.132 秒)
Continuous Ocone Martingales as Weak Limits of Rescaled Martingales
ocone martingales rescaled martingales weak convergence
2009/4/29
Consider a martingale $M$ with bounded jumps and two sequences $a_n, b_n to infty$. We show that if the rescaled martingales
M^n_t =frac{1}{sqrt{a_n}}M_{b_n t}
converge weakly, then the limit is...
We show, by a simple counterexample, that the main result in a recent paper by H. Van Zanten [Electronic Communications in Probability 7 (2002), 215-222] is false. We eventually point out the origin o...