921 research outputs found
Uniform Central Limit Theorem for martingales
We study some sufficient conditions imposed on the sequence of martingale
differences (m.d.) in the separable Banach spaces of continuous functions
defined on the metric compact set for the Central Limit Theorem in this space.
We taking into account the classical entropy terms, and use the theory of the
so-called Grand Lebesgue Spaces of random variables having power and
exponential decreasing tail of distribution
- …