Patrick Billingsley
CBMSNSF Regional Conference Series in Applied Mathematics 5
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.
Contents
Weak Convergence; Random Elements and Convergence in Distribution; Prokhorov's Theorem; The Space C; A Maximal Inequality; Tightness; Limit Theorems.
1971 / v + 31 pages / Softcover / ISBN13: 9780898711769 / ISBN10: 0898711762 / List Price $35.00 / SIAM/CBMS Member Price $24.50 / Order Code CB05
