The Uniform CLT for Martingale Difference of Function-Indexed Process Under Uniformly Integrable Entropy

Jong-Sig Bae; Moon-Joo Choi

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The Uniform CLT for Martingale Difference of Function-Indexed Process Under Uniformly Integrable Entropy

机译：一致可积熵下函数索引过程的Difference差的一致CLT

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摘要

In the present paper we provide a short proof of the uniform CLT for the function-indexed martingale difference process under the uniformly integrable entropy by establishing a maximal inequality.

机译：在本文中，我们通过建立一个最大不等式，为函数索引mar差分过程在均匀可积分熵下的统一CLT的简短证明。

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《Communications of the Korean Mathematical Society 》 |1999年第3期| 共15页
作者
Jong-Sig Bae; Moon-Joo Choi;
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中图分类各科教学法、教学参考书 ;
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The Uniform CLT for Martingale Difference of Function-Indexed Process Under Uniformly Integrable Entropy

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