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Stopping Times and Tightness

  • Aldous D
The Annals of Probability (2007) 6(2)
DOI: 10.1214/aop/1176995579
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Abstract

A sufficient condition for the tightness of a sequence of stochastic processes is given in terms of their behavior after stopping times. As an application, the conditions for McLeish's invariance principle for martingales are weakened.

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APA

Aldous, D. (2007). Stopping Times and Tightness. The Annals of Probability, 6(2). https://doi.org/10.1214/aop/1176995579

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