Weak Convergence Of Measures
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Weak Convergence of Measures
Author | : Patrick Billingsley |
Publisher | : SIAM |
Total Pages | : 37 |
Release | : 1971-01-01 |
Genre | : Mathematics |
ISBN | : 9781611970623 |
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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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