where 1 sp < co. This definition is far from being intrinsic. For an intrinsic definition of WrTp(Mm, N”) see [ 11. In this space, beside the standard topology induced by the norm (1. ]ll,p, we also have weak topology and weak convergence. Let fk, f E W’~p(Mm), where 1 < p < co. We say that fk converges to f in weak topology iff fk + f in Lp and the set (lIVfk[lp)k is bounded. Weak convergence ...

The weak convergence of orthogonal polynomials is given under conditions on the asymptotic behaviour of the coefficients in the three-term recurrence relation. The results generalize known results and are applied to several systems of orthogonal polynomials, including orthogonal polynomials on a finite set of points.

A more general definition of MTP2 (multivariate total positivity of order 2) probability measure is given, without assuming the existence of a density. Under this definition the class of MTP2 measures is proved to be closed under weak convergence. Characterizations of the MTP2 property are proved under this more general definition. Then a precise definition of conditionally increasing measure i...

Let {vij}, i, j = 1, 2, . . . , be i.i.d. symmetric random variables with E(v 11) < ∞, and for each n let Mn = 1 sVnV T n , where Vn = (vij), i = 1, 2, . . . , n, j = 1, 2, . . . , s = s(n), and n/s → y > 0 as n → ∞. Denote by OnΛnO n the spectral decomposition of Mn. Define X ∈ D[0, 1] by Xn(t) = √ n 2 ∑[nt] i=1(y 2 i − 1 n), where (y1, y2, . . . , yn) = O (± 1 √ n ,± 1 √ n , . . . ,± 1 √ n ) ...

In this paper the classical Portmanteau theorem which provides equivalent conditions of weak convergence of sequence of probability measures is extended on the space of the sequence of probability measures induced by random sets.

This text contains my lecture notes for the graduate course “Weak Convergence” given in September-October 2013 and then in March-May 2015. The course is based on the book Convergence of Probability Measures by Patrick Billingsley, partially covering Chapters 1-3, 5-9, 12-14, 16, as well as appendices. In this text the formula label (∗) operates locally. The visible theorem labels often show the...