Weak convergence of measures : applications in probability / Patrick Billingsley.

Format:

Book

Author/Creator:

Billingsley, Patrick.

Contributor:

Society for Industrial and Applied Mathematics.

Series:

CBMS-NSF regional conference series in applied mathematics ; 5.

Regional conference series in applied mathematics ; 5

Language:

English

Subjects (All):

Convergence.

Measure theory.

Metric spaces.

Probabilities.

Physical Description:

1 electronic text (ix, 31 p.) : digital file.

Place of Publication:

Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [c1971]

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

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.

Contents:

Weak convergence

Random elements and convergence in distribution

Prokhorov's theorem

The space C

A maximal inequality

Tightness

Limit theorems.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. 28-31).

Title from title screen, viewed 04/05/2011.

ISBN:

1-61197-062-8

Publisher Number:

CB05 SIAM