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Convergence of Probability Measures - 2nd edition

Convergence of Probability Measures (ISBN10: 0471197459; ISBN13: 9780471197454)
ISBN13: 978-0471197454
ISBN10: 0471197459

Summary: Asymptotic distribution theorems in probability and statistics have, from the beginning, depended on the classical theory of weak convergence of distribution functions in Euclidean space. The past several decades have seen the creation and extensive application of a more inclusive theory of weak convergence of probability measures on metric spaces. There are many asymptotic results that can be formulated within the classical theory but require for their proofs th moreis more general theory, which thus does not merely study itself. Written by a well-know and respected expert in the field, this book is about weak convergence methods in metric spaces, with applications sufficient to show their power and utility. less

Edition/Copyright: 2ND 99
Publisher: John Wiley & Sons, Inc.
Year Published: 1999
International: No

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