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Convergence of Probability Measures
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Convergence of Probability Measures Hardcover - 1999

by Patrick Billingsley


From the publisher

Im Mittelpunkt dieses Buches stehen langsam konvergierende Methoden in metrischen Rumen, deren Fhigkeiten und Nutzen anhand zahlreicher Beispiele vorgefhrt werden. Die berarbeitete 2. Auflage enthlt jetzt auch Angaben zu Unterrumen, dem Skorohodschen Darstellungstheorem, der Prohorov-Metrik und dem Poisson-Limit. (09/99)

From the rear cover

A new look at weak-convergence methods in metric spaces-from a master of probability theory In this new edition, Patrick Billingsley updates his classic work Convergence of Probability Measures to reflect developments of the past thirty years. Widely known for his straightforward approach and reader-friendly style, Dr. Billingsley presents a clear, precise, up-to-date account of probability limit theory in metric spaces. He incorporates many examples and applications that illustrate the power and utility of this theory in a range of disciplines-from analysis and number theory to statistics, engineering, economics, and population biology. With an emphasis on the simplicity of the mathematics and smooth transitions between topics, the Second Edition boasts major revisions of the sections on dependent random variables as well as new sections on relative measure, on lacunary trigonometric series, and on the Poisson-Dirichlet distribution as a description of the long cycles in permutations and the large divisors of integers. Assuming only standard measure-theoretic probability and metric-space topology, Convergence of Probability Measures provides statisticians and mathematicians with basic tools of probability theory as well as a springboard to the "industrial-strength" literature available today.

Details

  • Title Convergence of Probability Measures
  • Author Patrick Billingsley
  • Binding Hardcover
  • Edition INTERNATIONAL ED
  • Pages 304
  • Volumes 1
  • Language ENG
  • Publisher Wiley-Interscience
  • Date 1999-07-30
  • Features Bibliography, Index
  • ISBN 9780471197454 / 0471197459
  • Weight 1.19 lbs (0.54 kg)
  • Dimensions 9.5 x 6.02 x 0.74 in (24.13 x 15.29 x 1.88 cm)
  • Library of Congress subjects Metric spaces, Convergence
  • Library of Congress Catalog Number 99030372
  • Dewey Decimal Code 519.1

About the author

PATRICK BILLINGSLEY, PhD, is Professor of Mathematics and Statistics at the University of Chicago. His book, Probability and Measure, Third Edition, is also available from Wiley.
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Convergence of Probability Measures
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Convergence of Probability Measures

by Billingsley, Patrick

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Convergence of Probability Measures
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Convergence of Probability Measures

by Billingsley, Patrick

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Convergence of Probability Measures
Stock Photo: Cover May Be Different

Convergence of Probability Measures

by Billingsley

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9780471197454
ISBN 10
0471197459
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