Weak Convergence of Measures: Applications in Probability

✍ Scribed by Patrick Billingsley

• Publisher: Society for Industrial Mathematics
• Year: 1987
• Tongue: English
• Leaves: 37
• Series: CBMS-NSF Regional Conference Series in Applied Mathematics
• Category: Library

✦ Synopsis

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.