Weak Convergence of Measures
Author: Patrick Billingsley
Publisher: SIAM
Published: 1971-01-01
Total Pages: 37
ISBN-13: 9781611970623
DOWNLOAD EBOOKA 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.