2
$\begingroup$

I don't know if it is better to ask here or on MSE, if that's the case I can post the question there. I would need a simple version of the martingale central limit theorem. And, by simple, I mean the simple statement provided on Wikipedia: https://en.wikipedia.org/wiki/Martingale_central_limit_theorem.

The problem is, I can only find references proving more general results with somewhat dense notations. I would need a simple reference proving exactly the simple case of the Wikipedia page, but so far I have not managed to find anything.

Improve this question
$\endgroup$
4
  • 1
    $\begingroup$ Have you tried this particular book yet? Particularly chapter 4. $\endgroup$ Commented Nov 15 at 17:25
  • $\begingroup$ @NateRiver nope, not yet. Thank you, I will give it a read as soon as I can! $\endgroup$ Commented Nov 15 at 17:35
  • $\begingroup$ @NateRiver I managed to find the book. I think the version there should do. I'm just curious though: why do everyone use double sequences? It's always a martingale $X_{nk}$, and I really cannot understand why, it just seems a useless complication $\endgroup$ Commented Nov 16 at 11:42
  • 1
    $\begingroup$ Haha, I cannot give an answer to that... it indeed seems unnecessary. $\endgroup$ Commented Nov 16 at 11:49

0

Reset to default

You must log in to answer this question.

Start asking to get answers

Find the answer to your question by asking.

Ask question

Explore related questions

See similar questions with these tags.