Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
نویسندگان
چکیده
منابع مشابه
Weak Convergence of Stochastic Processes Defined on Semi-infinite Time Intervals
In the standard theorems on weak convergence of stochastic processes, it is invariably assumed that the parameter set is a bounded interval. The object of this paper is to indicate that analogues of these theorems for unbounded intervals are also valid. We shall confine our attention to the results of Skorohod [l], and in particular to those results concerning his Ji topology. Let £ be a comple...
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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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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1963
ISSN: 0002-9939
DOI: 10.2307/2034973