Research Catalog

Title

• Convergence of probability measures / Patrick Billingsley.

Author

Billingsley, Patrick.

Publication

New York : Wiley, 1999.

Items in the Library & Off-site

Holdings

Details

Description

ix, 277 p. :; 24 cm.

Summary

"In this new edition, Patrick Billingsley updates his classic work Convergence of Probability Measures to reflect developments of the past thirty years. Dr. Billingsley presents a clear, precise, up-to-date account of probability limit theory in metric spaces. He incorporates many examples and applications that illustrate the power and utility of this theory in a range of disciplines - from analysis and number theory to statistics, engineering, economics, and population biology."--BOOK JACKET.

Series Statement

• Wiley series in probability and statistics. Probability and statistics

Uniform Title

Wiley series in probability and statistics. Probability and statistics.

Subject

• Convergence
• Metric spaces
• Probability measures

Note

• "A Wiley-Interscience publication."

Bibliography (note)

• Includes bibliographical references and indexes.

Processing Action (note)

• committed to retain

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.

ISBN

0471197459 (alk. paper)

LCCN

^^^99030372^

OCLC

41238534

Owning Institutions

Harvard Library