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On the Necessity of the Lindeberg Condition for the Normal Convergence of Martingales

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Abstract

We give conditions on square-integrable martingales whose consequence is the “conditional” Lindeberg condition.

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Authors and Affiliations

  1. M. V. Lomonosov Moscow State University, Russia

    V. M. Kruglov

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  1. V. M. Kruglov
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Kruglov, V.M. On the Necessity of the Lindeberg Condition for the Normal Convergence of Martingales. Mathematical Notes 70, 46–52 (2001). https://doi.org/10.1023/A:1010217800645

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  • DOI: https://doi.org/10.1023/A:1010217800645

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