Weak Convergence of Measures

Applications in Probability

Specificaties
Paperback, 37 blz. | Engels
Society for Industrial and Applied Mathematics | e druk, 1971
ISBN13: 9780898711769
Rubricering
Society for Industrial and Applied Mathematics e druk, 1971 9780898711769
Onderdeel van serie CBMS-NSF Regional Co
€ 41,34
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Samenvatting

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.

Specificaties

ISBN13:9780898711769
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:37
Uitgever:Society for Industrial and Applied Mathematics

Inhoudsopgave

Weak convergence; Random elements and convergence in distribution; Prokhorov's theorem; The Space C; A maximal Inequality; Tightness; Limit theorems.
€ 41,34
Levertijd ongeveer 8 werkdagen

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        Weak Convergence of Measures