Weak Convergence of Measures: Applications in Probability (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 5)

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Weak Convergence of Measures: Applications in Probability (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 5) image
ISBN-10:

0898711762

ISBN-13:

9780898711769

Released: Jan 01, 1987
Format: Paperback, 37 pages

Description:

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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