Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the paper ``Weak convergence of some classes of martingales with
  jumps''   This note extends some results of Nishiyama [Ann. Probab. 28 (2000)
685--712]. A maximal inequality for stochastic integrals with respect to
integer-valued random measures which may have infinitely many jumps on compact
time intervals is given. By using it, a tightness criterion is obtained; if the
so-called quadratic modulus is bounded in probability and if a certain entropy
condition on the parameter space is satisfied, then the tightness follows. Our
approach is based on the entropy techniques developed in the modern theory of
empirical processes.

8
The categories of this paper are: hep-ex
26
The categories of this paper are: bayes-an
5
The categories of this paper are: gr-qc
7
The categories of this paper are: hep-th
34
The categories of this paper are: chem-ph
20
The categories of this paper are: acc-phys
19
The categories of this paper are: eess
3
The categories of this paper are: physics
30
The categories of this paper are: q-alg
27
The categories of this paper are: comp-gas
24
The categories of this paper are: dg-ga
9
The categories of this paper are: nlin
32
The categories of this paper are: atom-ph
22
The categories of this paper are: chao-dyn
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an