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Weak Convergence and the Characterization of Processes

  • Harold J. Kushner
  • Paul Dupuis
Chapter
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 24)

Abstract

This chapter begins the section of the book devoted to the convergence proofs and related matters. The purpose of the chapter is to introduce the mathematical machinery that is needed in the later chapters. Because particular applications are intended, we do not, in general, give the most elaborate versions of the theorems to be presented.

Keywords

Probability Measure Weak Convergence Wiener Process Convergent Subsequence Convergence Proof 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • Harold J. Kushner
    • 1
  • Paul Dupuis
    • 1
  1. 1.Division of Applied MathematicsBrown UniversityProvidenceUSA

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