Patrick Billingsley, "Weak Convergence of Measures: Applications in Probability"
English | 1987 | ISBN: 0898711762 | PDF | pages: 42 | 3,1 mb
English | 1987 | ISBN: 0898711762 | PDF | pages: 42 | 3,1 mb
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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