Proofs of the martingale FCLT

dc.creatorWhitt, Ward
dc.date2007-12-12
dc.date2007-12-27
dc.date.accessioned2026-07-07T08:51:05Z
dc.date.available2026-07-07T08:51:05Z
dc.descriptionThis is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in the proof of the martingale FCLT. This paper supplements the expository review paper Pang, Talreja and Whitt (2007) illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-PS122 the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0712.1929
dc.identifierhttp://arxiv.org/abs/0712.1929
dc.identifierProbability Surveys 2007, Vol. 4, 268-302
dc.identifierdoi:10.1214/07-PS122
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/144815
dc.subjectProbability
dc.subject60F17, 60G44 (Primary)
dc.titleProofs of the martingale FCLT
dc.typetext

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