ENGLISH

Weak convergence of measures: applications in probability

By Patrick Billingsley

Book information

Publisher
Society for Industrial Mathematics
Year
1987
ISBN
9780898711769, 0898711762
Open Library ID
OL8271714M
Language
english
Format
DJVU
Filesize
343 kB (351457 bytes)
Series
CBMS-NSF Regional Conference Series in Applied Mathematics
Pages
42\42
Time added
2009-08-06 05:14:26

Description

A treatment of the convergence of probability measures from the foundations to applications in limit theory for dependent random variables. Mapping theorems are proved via Skorokhod's representation theorem; Prokhorov's theorem is proved by construction of a content. The limit theorems at the conclusion are proved under a new set of conditions that apply fairly broadly, but at the same time make possible relatively simple proofs.

Similar books