Weak Convergence of Measures
Applications in Probability
£27.99
Part of CBMS-NSF Regional Conference Series in Applied Mathematics
- Author: Patrick Billingsley
- Date Published: June 1971
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
- format: Paperback
- isbn: 9780898711769
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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.
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×Product details
- Date Published: June 1971
- format: Paperback
- isbn: 9780898711769
- length: 37 pages
- dimensions: 255 x 178 x 100 mm
- weight: 0.3kg
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
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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