Weak Convergence of Probability Measures on Metric Spaces
2016Let \((S,\rho )\) be a metric space and let \(\mathcal {P}(S)\) be the set of all probability measures on \((S, \mathcal {B}(S)).\) In this chapter we consider a general formulation of convergence in \(\mathcal {P}(S)\), referred to as weak convergence or convergence in distribution.
Rabi Bhattacharya, Edward C. Waymire
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Strong measures of concordance and convergence in probability
Rivista di Matematica per le Scienze Economiche e Sociali, 1984It is shown that convergence in probability is sufficient for a strong measure of concordance to converge to one, and that convergence to one of a strong measure of concordance, along with convergence in law, is sufficient for convergence in probability.
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Convergence of Probability Measures. Central Limit Theorem
1984In the formal construction of a course in the theory of probability, limit theorems appear as a kind of superstructure over elementary chapters, in which all problems have finite, purely arithmetical character. In reality, however, the epistemological value of the theory of probability is revealed only by limit theorems.
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On the Weak Convergence of Probability Measures in Orlicz Spaces
Theory of Probability & Its Applications, 1996Necessary and sufficient conditions for weak convergence of probability measures in separable Orlicz spaces in terms of characteristic functionals and norm moments are given.
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On Weak Convergence of Probability Measures in a Banach Space
Journal of Mathematical Sciences, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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CONVERGENCE OF ITERATES OF PROBABILITY MEASURES ON LOCALLY COMPACT GROUPS
Baku Mathematical JournalSome related problems are also ...
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