2. The Space C

  1. Patrick Billingsley

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316962.ch2

Convergence of Probability Measures, Second Edition

Convergence of Probability Measures, Second Edition

How to Cite

Billingsley, P. (1999) The Space C, in Convergence of Probability Measures, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316962.ch2

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:

  • finite-dimensional distributions;
  • weak convergence;
  • continuous functions;
  • subadditivity;
  • probability space

Summary

The prelims comprise:

  • Weak Convergence and Tightness in C

  • Wiener Measure and Donsker's Theorem

  • Functions of Brownian Motion Paths

  • Maximal Inequalities

  • Trigonometric Series