• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.225-231
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• 1995

An eventual uniform equicontinuity condition is investigated in the context of the uniform central limit theorem (UCLT) for continuous martingales. We assume the usual intergrability condition on metric entropy. We establish an exponential inequality for a martingales. Then we use the chaining lemma of Pollard (1984) to prove an eventual uniform equicontinuity which is a sufficient condition of UCLT. We apply the result to approximate a stochastic integral with respect to a martingale to that of a Brownian motion.

• Communications of the Korean Mathematical Society
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• v.14 no.3
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• pp.581-595
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• 1999

In the present paper we provide a short of the uni-form CLT for the function-indexed martingale difference process under the uniformly integrable entropy by establishing a maximal inequality.

• Journal of the Korean Mathematical Society
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• v.32 no.3
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• pp.427-446
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• 1995

Let S be a set and B be a $\sigma$-field on S. We consider $(\Omega = S^Z, T = B^z, P)$ as the basic probability space. We denote by T the left shift on $\Omega$. We assume that P is invariant under T, i.e., $PT^{-1} = P$, and that T is ergodic. We denote by $X = \cdots, X_-1, X_0, X_1, \cdots$ the coordinate maps on $\Omega$. From our assumptions it follows that ${X_i}_{i \in Z}$ is a stationary and ergodic process.

• Bulletin of the Korean Mathematical Society
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• v.51 no.2
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• pp.317-328
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• 2014

In Bae et al. [2], we have considered the uniform CLT for the martingale difference arrays under the uniformly integrable entropy. In this paper, we prove the same problem under the bracketing entropy condition. The proofs are based on Freedman inequality combined with a chaining argument that utilizes majorizing measures. The results of present paper generalize those for a sequence of stationary martingale differences. The results also generalize independent problems.