Convergence of Stochastic Processes
Author | : D. Pollard |
Publisher | : David Pollard |
Total Pages | : 223 |
Release | : 1984-10-08 |
ISBN-10 | : 9780387909905 |
ISBN-13 | : 0387909907 |
Rating | : 4/5 (05 Downloads) |
Download or read book Convergence of Stochastic Processes written by D. Pollard and published by David Pollard. This book was released on 1984-10-08 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.