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Convergence of Probability Measures

Convergence of Probability Measures - 2nd edition

ISBN13: 978-0471197454

Cover of Convergence of Probability Measures 2ND 99 (ISBN 978-0471197454)
ISBN13: 978-0471197454
ISBN10: 0471197459
Cover type:
Edition/Copyright: 2ND 99
Publisher: John Wiley & Sons, Inc.
Published: 1999
International: No

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Convergence of Probability Measures - 2ND 99 edition

ISBN13: 978-0471197454

Patrick Billingsley

ISBN13: 978-0471197454
ISBN10: 0471197459
Cover type:
Edition/Copyright: 2ND 99
Publisher: John Wiley & Sons, Inc.

Published: 1999
International: No
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 this 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.

Author Bio

Billingsley, Patrick : University of Chicago

Table of Contents

Weak Convergence in Metric Spaces.

The Space C.

The Space D.

Dependent Variables.

Other Modes of Convergence.


Appendix.
Some Notes on the Problems.
Bibliographical Notes.
Bibliography.
Index.

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