Proofs of the martingale FCLT
| dc.creator | Whitt, Ward | |
| dc.date | 2007-12-12 | |
| dc.date | 2007-12-27 | |
| dc.date.accessioned | 2026-07-07T08:51:05Z | |
| dc.date.available | 2026-07-07T08:51:05Z | |
| dc.description | This 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.description | Published 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.identifier | https://arxiv.org/abs/0712.1929 | |
| dc.identifier | http://arxiv.org/abs/0712.1929 | |
| dc.identifier | Probability Surveys 2007, Vol. 4, 268-302 | |
| dc.identifier | doi:10.1214/07-PS122 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/144815 | |
| dc.subject | Probability | |
| dc.subject | 60F17, 60G44 (Primary) | |
| dc.title | Proofs of the martingale FCLT | |
| dc.type | text |