Weak Convergence of Measures
Weak Convergence of Measures
Applications in Probability
Patrick Billingsley
June 1971
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Paperback
9780898711769
£27.99
GBPPaperback
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
June 1971Paperback
9780898711769
37 pages
255 × 178 × 100 mm
0.3kg
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.
