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arxiv: math/0603492 · v1 · pith:6QC57KKYnew · submitted 2006-03-21 · 🧮 math.PR

Theorems Limit With Weight For The Vectorial Martingales To Continuous Time

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keywords limitmartingalestheoremvectorialalmostapplicationapproachcentral
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We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this result we study the problem of estimate the variance of a process with stationary and idependent increments in statistics.

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