Stopping Times and Tightness. II

@article{Aldous1978StoppingTA,
  title={Stopping Times and Tightness. II},
  author={David J. Aldous},
  journal={Annals of Probability},
  year={1978},
  volume={17},
  pages={586-595}
}
  • 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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Stopping times and tightness

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