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Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
Authors:PL Butzer  L Hahn  MTh Roeckerath
Institution:Aachen University of Technology, Aachen, West Germany
Abstract:This paper is concerned with large-O error estimates concerning convergence in distribution as well as norm convergence for Banach space-valued martingale difference sequences. Indeed, two general limit theorems equipped with rates of convergence for such difference sequences are established. Applications of these lead to the central limit theorem and the weak law of large numbers with rates for Banach space-valued martingales.
Keywords:60 B 12  60 G 42  60 F 05  60 B 10  General limit theorems  convergence in distribution  norm convergence  martingale difference sequences in Banach spaces  central limit theorem  weak of large numbers  ?-decomposability of random variables
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