Proofs of the martingale FCLT

IF 1.3 Q2 STATISTICS & PROBABILITY Probability Surveys Pub Date : 2007-12-12 DOI:10.1214/07-PS122
W. Whitt
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引用次数: 125

Abstract

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.
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鞅FCLT的证明
这是一篇阐述鞅泛函中心极限定理证明的解释性综述论文。本文还回顾了紧性和随机有界性,重点介绍了在鞅FCLT证明中使用的一维紧性准则。本文补充了解释性综述论文Pang, Talreja和Whitt(2007),说明了用于证明排队模型的多服务器大流量随机过程限制的“鞅方法”,支持扩散过程近似。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Probability Surveys
Probability Surveys STATISTICS & PROBABILITY-
CiteScore
4.70
自引率
0.00%
发文量
9
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