Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
Название: Weak Convergence of Measures: Applications in Probability
Автор: Billingsley P.
Аннотация:
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.