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Martingale limit theory and its application. (English) Zbl 0462.60045
Probability and Mathematical Statistics. New York etc.: Academic Press, A Subsidiary of Harcourt Brace Jovanovich, Publishers. XII, 308 p. $ 36.00 (1980).

60G42 Martingales with discrete parameter
60F05 Central limit and other weak theorems
60F17 Functional limit theorems; invariance principles
60F15 Strong limit theorems
60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)