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Weak Convergence of Measures: Applications in Probability PDF

37 Pages·1987·3.145 MB·English
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by Patrick Billingsley| 1987| 37 pages| 3.145| English

About Weak Convergence of Measures: Applications in Probability

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.

Detailed Information

Author:Patrick Billingsley
Publication Year:1987
ISBN:898711762
Pages:37
Language:English
File Size:3.145
Format:PDF
Price:FREE
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