Lai, Tze Leung (Author)
Thispaperreviewsthehistoryofmartingalesinsequentialanaly-sis,beginningwithWald'sground-breakingpaperin1945thatlaidthefoundationsforthesubject,andendinginthedecade1975--1985whentheusefulnessofmartingaletheorywasalsorecognizedintimeseriesanalysis.Theimportantrolesplayedbymartingaleinequalities,con-vergencetheory,stronglaws,functionalcentrallimittheorems,lawsoftheiteratedlogarithm,andtheoptionalstoppingtheoreminde-velopmentsofthetheoryofsequentialanalysisandtimeseriesfrom1945to1985arealsodiscussed.
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