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Science/Engineering Weak Convergence of Measures: Applications in Probability

Posted on 2010-03-16




Name:Science/Engineering Weak Convergence of Measures: Applications in Probability
ASIN/ISBN:0898711762
Language:English
File size:1 Mb
Publish Date: 1987-01-01
ISBN: 0898711762
Pages: 37 pages
File Type: PDF
File Size: 1 mb
Other Info: Society for Industrial Mathematics
   Science/Engineering Weak Convergence of Measures: Applications in Probability

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Weak Convergence of Measures: Applications in Probability

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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