Proofs of the martingale FCLT
Proofs of the martingale FCLT
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DOI：
10.1214/07-ps122
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发表时间：
2007-12
影响因子：
1.6
通讯作者：
W. Whitt
中科院分区：
文献类型：
--
作者：
W. Whitt
本文是一篇说明性的综述文章，详细阐述了鞅泛函中心极限定理的证明。本文还讨论了紧性和随机有界性，重点介绍了一维紧的判据，并用来证明了一维的随机有界性。本文补充了Pang，Talreja和Whitt(2007)的说明性评论论文，举例说明了支持扩散过程近似的排队模型的多服务台重交通随机过程极限的证明方法。
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.