Convergence of Stochastic Processes

Convergence of Stochastic Processes
ISBN-10
0387909907
ISBN-13
9780387909905
Category
Mathematics
Pages
223
Language
English
Published
1984-10-08
Publisher
David Pollard
Author
D. Pollard

Description

Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.

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