Weak Convergence and the Characterization of Processes
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.
KeywordsProbability Measure Weak Convergence Wiener Process Convergent Subsequence Convergence Proof
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