A martingale approach to central limit theorems for exchangeable random variables

1 September 1980

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 17 (3) , 662-673
https://doi.org/10.2307/3212960

Abstract

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

This publication has 5 references indexed in Scilit:

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Martingale Convergence to Mixtures of Infinitely Divisible Laws
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Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
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A Central Limit Theorem for Sums of Interchangeable Random Variables
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Central Limit Theorems for Interchangeable Processes
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