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April, 1979 On the Skorokhod Representation Approch to Martingale Invariance Principles
Peter Hall
Ann. Probab. 7(2): 371-376 (April, 1979). DOI: 10.1214/aop/1176995094

Abstract

The Skorokhod representation method of proving martingale invariance principles has received only limited attention. This paper shows it to be a very powerful tool. We use the representation to obtain sufficient conditions for a sequence of random functions to be tight, and to give a direct proof of an invariance principle.

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Peter Hall. "On the Skorokhod Representation Approch to Martingale Invariance Principles." Ann. Probab. 7 (2) 371 - 376, April, 1979. https://doi.org/10.1214/aop/1176995094

Information

Published: April, 1979
First available in Project Euclid: 19 April 2007

zbMATH: 0404.60042
MathSciNet: MR525060
Digital Object Identifier: 10.1214/aop/1176995094

Subjects:
Primary: 60F05
Secondary: 60G45

Rights: Copyright © 1979 Institute of Mathematical Statistics

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Vol.7 • No. 2 • April, 1979
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