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Weak Convergence of Measures

Applications in Probability

Patrick Billingsley (author)

ISBN: 9780898711769

Publication Date: Feb 1987

Format: Paperback

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 broadly, but make possible relatively simple proofs.
£36.50

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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.
Pages 37
Dimensions 229 x 152
Date Published 28 Feb 1987
Publisher SIAM - Society for Industrial and Applied Mathematics
Series CBMS-NSF Regional Conference Series
Series Part 5
Subject/s Applied mathematics  
  • Weak Convergence
  • Random Elements and Convergence in Distribution
  • Prokhorov's Theorem
  • The Space C
  • A Maximal Inequality
  • Tightness
  • Limit Theorems.

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