On Vague Convergence of Stochastic Processes
نویسندگان
چکیده
منابع مشابه
On Convergence of Stochastic Processes
where £iX) is the distribution function of the random variable X,f( ) is a real-valued function 5 continuous almost everywhere (p), and the limit is in the sense of the usual weak convergence of distributions. Equation (2) is usually the real center of interest, for many " limit-distribution theorems" are implicit in it. It is clear that for given {pn} and p, the better theorem of this kind wou...
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We are grateful to the referees and Benedikt Pötscher for their helpful and constructive comments+ The research of the first author was partially supported by OTKA grants T37668 and T43037 and NSF-OTKA grant INT0223262+ The research of the second author was partially supported by NATO grant PST+EAP+CLG 980599 and NSF-OTKA grant INT-0223262+ Address correspondence to István Berkes, Graz Universi...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1975
ISSN: 0091-1798
DOI: 10.1214/aop/1176996227