Convergence of Probability Measures
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:describes |
ways in which sequences of probability measures approach a limiting measure
|
| gptkbp:field |
gptkb:probability_theory
measure theory |
| https://www.w3.org/2000/01/rdf-schema#label |
Convergence of Probability Measures
|
| gptkbp:importantFor |
gptkb:probability_theory
gptkb:central_limit_theorem gptkb:law_of_large_numbers statistics stochastic processes |
| gptkbp:includes |
weak convergence
setwise convergence strong convergence total variation convergence |
| gptkbp:notableBook |
Convergence of Probability Measures by Patrick Billingsley
|
| gptkbp:relatedTo |
gptkb:Prokhorov's_theorem
tightness of measures Portmanteau theorem Skorokhod's representation theorem |
| gptkbp:usedIn |
gptkb:empirical_process_theory
gptkb:asymptotic_statistics |
| gptkbp:bfsParent |
gptkb:Patrick_Billingsley
|
| gptkbp:bfsLayer |
7
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