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

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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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Product details

  • Paperback | 37 pages
  • 178 x 255 x 100mm | 300g
  • New York, United States
  • English
  • Worked examples or Exercises
  • 0898711762
  • 9780898711769
  • 2,035,939

Table of contents

Weak convergence; Random elements and convergence in distribution; Prokhorov's theorem; The Space C; A maximal Inequality; Tightness; Limit theorems.
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