Weak Convergence of Measures: Applications in Probability - Couverture souple

Billingsley, Patrick

 
9780898711769: Weak Convergence of Measures: Applications in Probability

Synopsis

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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Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.