Weak Convergence of Distributions
Keyword(s):
This chapter introduces the fundamentals of weak convergence for real sequences. Definitions and examples are given. The Skorokhod representation theorem is proved and the chapter then considers the preservation of weak convergence under transformations. Next, the role of moments and characteristic functions is considered. In the leading case of random sums, the criteria for weak convergence and the concept of a stable distribution are studied.
2012 ◽
Vol 95
(6)
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pp. 1803-1806
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1990 ◽
Vol 22
(64)
◽
pp. 3-22
1972 ◽
Vol 43
(4)
◽
pp. 1204-1212
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2007 ◽
Vol 135
(12)
◽
pp. 3995-4008
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2002 ◽
Vol 46
(1)
◽
pp. 20-38
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