Stopping Times and Tightness. II

  title={Stopping Times and Tightness. II},
  author={David J. Aldous},
  journal={Annals of Probability},
  • D. Aldous
  • Published 1 April 1978
  • Mathematics
  • Annals of Probability
To establish weak convergence of a sequence of martingales to a continuous martingale limit, it is sufficient (under the natural uniform integrability condition) to establish convergence of finite-dimensional distributions. Thus in many settings, weak convergence to a continuous limit process can be deduced almost immediately from convergence of finite-dimensional distributions. These results may be technically useful in simplifying proofs of weak convergence, particularly in infinite… 

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  • P. M. Lee
  • Mathematics
    The Mathematical Gazette
  • 1970
Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

A Criterion for Tightness for a Sequence of Martingales

Stopping times and tightness

  • Ann . Probab .
  • 1978

Two topics in probability theory

  • 1977

Stochastic processes