Advertisement

Weak Convergence and the Characterization of Processes

  • Harold J. Kushner
  • Paul G. Dupuis
Part of the Applications of Mathematics 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 Probability Space Weak Convergence Wiener Process Convergent Subsequence 
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.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag New York, Inc. 1992

Authors and Affiliations

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

Personalised recommendations