鞅FCLT的证明

IF 1.3 Q2 STATISTICS & PROBABILITY

Probability Surveys Pub Date : 2007-12-12 DOI:10.1214/07-PS122

W. Whitt

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引用次数: 125

摘要

这是一篇阐述鞅泛函中心极限定理证明的解释性综述论文。本文还回顾了紧性和随机有界性，重点介绍了在鞅FCLT证明中使用的一维紧性准则。本文补充了解释性综述论文Pang, Talreja和Whitt(2007)，说明了用于证明排队模型的多服务器大流量随机过程限制的“鞅方法”，支持扩散过程近似。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Proofs of the martingale FCLT

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.

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来源期刊

Probability Surveys STATISTICS & PROBABILITY-

CiteScore

4.70

自引率

0.00%

发文量