Weak Convergence of Measures
| Author | : Patrick Billingsley |
| Publisher | : SIAM |
| Total Pages | : 37 |
| Release | : 1971-01-01 |
| ISBN-10 | : 1611970628 |
| ISBN-13 | : 9781611970623 |
| Rating | : 4/5 (623 Downloads) |
Book Synopsis Weak Convergence of Measures by : Patrick Billingsley
Download or read book Weak Convergence of Measures written by Patrick Billingsley and published by SIAM. This book was released on 1971-01-01 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.