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A martingale approach to central limit theorems for exchangeable random variables

Published online by Cambridge University Press:  14 July 2016

N. C. Weber
N. C. Weber*
Affiliation:
University of Cambridge
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Abstract

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In this paper it will be shown that by an appropriate choice of σ-fields, martingale methods can be used to obtain simple proofs of many of the central limit theorems known for triangular arrays of exchangeable random variables.

Keywords

EXCHANGEABLE RANDOM VARIABLESMARTINGALESCENTRAL LIMIT THEOREMINVARIANCE PRINCIPLEREVERSED MARTINGALESTRIANGULAR ARRAYS

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 17 , Issue 3 , September 1980, pp. 662 - 673
Copyright
Copyright © Applied Probability Trust 1980 

References

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