Convergence of stochastic processes
HTML articles powered by AMS MathViewer
- by V. S. Varadarajan PDF
- Bull. Amer. Math. Soc. 67 (1961), 276-280
References
-
1. A. D. Alexandrov, Additive set functions in abstract spaces, Mat. Sb. vol. 8 (1940) pp. 307-348; vol. 9 (1941) pp. 563-628; vol. 13 (1943) pp. 169-238.
- Garrett Birkhoff, Lattice Theory, Revised edition, American Mathematical Society Colloquium Publications, Vol. 25, American Mathematical Society, New York, N. Y., 1948. MR 0029876
- Eduard Čech, On bicompact spaces, Ann. of Math. (2) 38 (1937), no. 4, 823–844. MR 1503374, DOI 10.2307/1968839
- J. L. Doob, Heuristic approach to the Kolmogorov-Smirnov theorems, Ann. Math. Statistics 20 (1949), 393–403. MR 30732, DOI 10.1214/aoms/1177729991
- Monroe D. Donsker, Justification and extension of Doob’s heuristic approach to the Komogorov-Smirnov theorems, Ann. Math. Statistics 23 (1952), 277–281. MR 47288, DOI 10.1214/aoms/1177729445
- B. V. Gnedenko and A. N. Kolmogorov, Limit distributions for sums of independent random variables, Addison-Wesley Publishing Co., Inc., Cambridge, Mass., 1954. Translated and annotated by K. L. Chung. With an Appendix by J. L. Doob. MR 0062975
- Paul R. Halmos, Measure Theory, D. Van Nostrand Co., Inc., New York, N. Y., 1950. MR 0033869, DOI 10.1007/978-1-4684-9440-2
- John L. Kelley, General topology, D. Van Nostrand Co., Inc., Toronto-New York-London, 1955. MR 0070144
- Andrej Kolmogoroff and Juri Prochorow, Zufällige Funktionen und Grenzverteilungssätze, Bericht über die Tagung Wahrscheinlichkeitsrechnung und mathematische Statistik in Berlin, Oktober, 1954, Deutscher Verlag der Wissenschaften, Berlin, 1956, pp. 113–126 (German). MR 0082221
- Lucien LeCam, Convergence in distribution of stochastic processes, Univ. California Publ. Statist. 2 (1957), 207–236. MR 86117
- Yu. V. Prokhorov, Convergence of random processes and limit theorems in probability theory, Teor. Veroyatnost. i Primenen. 1 (1956), 177–238 (Russian, with English summary). MR 0084896
Additional Information
- Journal: Bull. Amer. Math. Soc. 67 (1961), 276-280
- DOI: https://doi.org/10.1090/S0002-9904-1961-10584-3
- MathSciNet review: 0125625