Abstract
Abstract This chapter reviews the theory of weak convergence in metric spaces. Topics include Skorokhod’s representation theorem, the metrization of spaces of measures, and the concept of tightness of probability measures. The key relation is shown between weak convergence and uniform tightness. Considering the space C of continuous functions in particular, the functional central limit theorem is proved for martingales, together with extensions to the multivariate case.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have