1. Weak Convergence in Metric Spaces

  1. Patrick Billingsley

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316962.ch1

Convergence of Probability Measures, Second Edition

Convergence of Probability Measures, Second Edition

How to Cite

Billingsley, P. (1999) Weak Convergence in Metric Spaces, in Convergence of Probability Measures, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316962.ch1

Author Information

  1. The University of Chicago, Chicago, Illinois

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 16 JUL 1999

ISBN Information

Print ISBN: 9780471197454

Online ISBN: 9780470316962

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Keywords:

  • probability measures;
  • countably additive;
  • weak convergence;
  • real numbers;
  • riemann integrable

Summary

The prelims comprise:

  • Measures on Metric Spaces

  • Properties of Weak Convergence

  • Convergence in Distribution

  • Long Cycles and Large Divisors

  • Prohorov's Theorem

  • A Miscellany