Stopping Times and Tightness

David Aldous

doi:10.1214/aop/1176995579

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Home > Journals > Ann. Probab. > Volume 6 > Issue 2 > Article

April, 1978 Stopping Times and Tightness

David Aldous

Ann. Probab. 6(2): 335-340 (April, 1978). 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.