Extremal Tests for Weak Convergence of Sequences and Series

Author(s):  
Joseph Diestel
1986 ◽  
Vol 18 (1) ◽  
pp. 20-65 ◽  
Author(s):  
A. Joffe ◽  
M. Metivier

The paper is devoted to a systematic discussion of recently developed techniques for the study of weak convergence of sequences of stochastic processes. The methods described make essential use of the semimartingale structure of the processes. Sufficient conditions for tightness including the results of Rebolledo are derived. The techniques are applied to a special class of processes, namely the D-semimartingales. Applications to multitype branching processes are given.


1986 ◽  
Vol 18 (01) ◽  
pp. 20-65 ◽  
Author(s):  
A. Joffe ◽  
M. Metivier

The paper is devoted to a systematic discussion of recently developed techniques for the study of weak convergence of sequences of stochastic processes. The methods described make essential use of the semimartingale structure of the processes. Sufficient conditions for tightness including the results of Rebolledo are derived. The techniques are applied to a special class of processes, namely the D-semimartingales. Applications to multitype branching processes are given.


Author(s):  
M. Csörgő ◽  
Z. Rychlik

Let (S, d) be a separable metric space equipped with its Borel σ field . Let {Yn, n ≥ 1} be a sequence of S-valued random elements defined on a probability space (Ω, , p). Assume Yn ⇒ Y converges weakly to an S-valued random element Y. Let {Nn, n ≥ 1} be a sequence of positive integer-valued random variables defined on the same probability space (Ω, , p).


1992 ◽  
Vol 29 (02) ◽  
pp. 374-383 ◽  
Author(s):  
Sophia Kalpazidou

The asymptotic behaviour of sequences of Markov processes whose finite distributions depend upon the sample paths ω of a positive recurrent Markov chain ξ is studied. The existence of such sequences depends upon the existence of a unique class of directed weighted circuits having a probabilistic interpretation in terms of the directed circuits occurring along the sample paths of ξ. An application to multiple Markov chains is given.


1969 ◽  
Vol 4 (3) ◽  
pp. 457-466 ◽  
Author(s):  
J.W Brace ◽  
G.D Friend

2017 ◽  
Vol 101 (115) ◽  
pp. 151-160
Author(s):  
Andrzej Kamiński ◽  
Sławomir Sorek

We present a simple proof of the Mikusi?ski-Antosik diagonal theorem and apply this result to prove, in an extended form, the theorem on the equivalence of the strong and weak boundedness of sets and, consequently, of the strong and weak convergence of sequences in Kothe spaces.


1980 ◽  
Vol 6 (1) ◽  
pp. 65-72
Author(s):  
Harald Bergström

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