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.
Cite
CITATION STYLE
APA
Baldessari, B. (1967). The Distribution of a Quadratic Form of Normal Random Variables. The Annals of Mathematical Statistics, 38(6), 1700–1704. https://doi.org/10.1214/aoms/1177698604
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