Weak convergence of measures: applications in probability
Patrick Billingsley
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.
Categories:
Year:
1987
Edition:
SIAM
Publisher:
Society for Industrial Mathematics
Language:
english
Pages:
42
ISBN 10:
0898711762
ISBN 13:
9780898711769
Series:
CBMS-NSF Regional Conference Series in Applied Mathematics
File:
DJVU, 404 KB
IPFS:
,
english, 1987