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Weak Convergence of Measures: Applications in Probability
     

Weak Convergence of Measures: Applications in Probability

by Patrick Billingsley
 

ISBN-10: 0898711762

ISBN-13: 9780898711769

Pub. Date: 01/28/1971

Publisher: SIAM

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

Overview

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.

Product Details

ISBN-13:
9780898711769
Publisher:
SIAM
Publication date:
01/28/1971
Series:
CBMS-NSF Regional Conference Series in Applied Mathematics
Edition description:
New Edition
Pages:
31
Product dimensions:
5.98(w) x 8.98(h) x 3.94(d)

Table of Contents

Weak convergence; Random elements and convergence in distribution; Prokhorov's theorem; The Space C; A maximal Inequality; Tightness; Limit theorems.

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