Convergence of Probability Measures, Second Edition

Convergence of Probability Measures, Second Edition

Author(s): Patrick Billingsley

Print ISBN: 9780471197454

Online ISBN: 9780470316962

DOI: 10.1002/9780470316962


The book is a classic--it is almost an insult to review it. This second edition will, probably and rightly, be urged on today's research students by their predecessors, now their supervisors, who derived so much from the first edition. As the author says, 30 years ago the book would take the aspiring researcher to the forefront. Now, with the huge development over these years, it just provides an initial grounding, though no less essential. (The Statistician 49 (3) 2000) seems destined to become another clasic and is of interest even to those who already own the first edition. (Zentralblatt Math, Volume 944, No 19, 2000)