Convergence of Probability Measures

Patrick Billingsley (Author)

9780471197454, Wiley

Hardback, published 23 August 1999

304 pages
24.5 x 16.4 x 2.2 cm, 0.562 kg

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)
...it 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)

Im Mittelpunkt dieses Buches stehen langsam konvergierende Methoden in metrischen Räumen, deren Fähigkeiten und Nutzen anhand zahlreicher Beispiele vorgeführt werden. Die überarbeitete 2. Auflage enthält jetzt auch Angaben zu Unterräumen, dem Skorohodschen Darstellungstheorem, der Prohorov-Metrik und dem Poisson-Limit. (09/99)

Weak Convergence in Metric Spaces.

The Space C.

The Space D.

Dependent Variables.

Other Modes of Convergence.

Appendix.

Some Notes on the Problems.

Bibliographical Notes.

Bibliography.

Index.

Subject Areas: Mathematics [PB]