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Book Cover for: Weak Convergence of Measures: Applications in Probability, Patrick Billingsley

Weak Convergence of Measures: Applications in Probability

Patrick Billingsley

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.

Book Details

  • Publisher: Society for Industrial and Applied Mathematic
  • Publish Date: Jan 1st, 1987
  • Pages: 37
  • Language: English
  • Dimensions: 0.00in - 0.00in - 0.00in - 0.00lb
  • EAN: 9780898711769
  • Categories: Mathematical Analysis