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
PDF
Filesize
3 MB (3298224 bytes)
Series
CBMS-NSF Regional Conference Series in Applied Mathematics
Pages
37\37
Scanned
no
Time added
2010-02-18 13:16:04

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.

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