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Convergence of probability measures

Author: Patrick Billingsley
Publisher: New York : Wiley, ©1999.
Series: Wiley series in probability and statistics., Probability and statistics.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Database:WorldCat
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Patrick Billingsley
ISBN: 0471197459 9780471197454
OCLC Number: 41238534
Description: ix, 277 pages : illustrations ; 24 cm.
Contents: Ch. 1. Weak Convergence in Metric Spaces --
Sect. 1. Measures on Metric Spaces --
Sect. 2. Properties of Weak Convergence --
Sect. 3. Convergence in Distribution --
Sect. 4. Long Cycles and Large Divisors --
Sect. 5. Prohorov's Theorem --
Sect. 6. A Miscellany --
Ch. 2. The Space C --
Sect. 7. Weak Convergence and Tightness in C --
Sect. 8. Wiener Measure and Donsker's Theorem --
Sect. 9. Functions of Brownian Motion Paths --
Sect. 10. Maximal Inequalities --
Sect. 11. Trigonometric Series --
Ch. 3. The Space D --
Sect. 12. The Geometry of D --
Sect. 13. Weak Convergence and Tightness in D --
Sect. 14. Applications --
Sect. 15. Uniform Topologies --
Sect. 16. The Space D(0, [infinity]) --
Ch. 4. Dependent Variables --
Sect. 17. More on Prime Divisors --
Sect. 18. Martingales --
Sect. 19. Ergodic Processes --
Ch. 5. Other Modes of Convergence --
Sect. 20. Convergence in Probability --
Sect. 21. Approximation by Independent Normal Sequences --
Sect. 22. Strassen's Theorem --
App. M. Metric Spaces. Analysis. Convexity. Probability.
Series Title: Wiley series in probability and statistics., Probability and statistics.
Responsibility: Patrick Billingsley.
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