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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.
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Previews available in: English
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1
Convergence of Probability Measures
2013, Wiley & Sons, Incorporated, John
in English
111862615X 9781118626153
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2
Convergence of Probability Measures
2013, Wiley & Sons, Incorporated, John
in English
111862596X 9781118625965
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3
Convergence of Probability Measures
2009, Wiley & Sons, Incorporated, John
in English
0470317809 9780470317808
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4
Convergence of Probability Measures
2007, Wiley & Sons, Incorporated, John
in English
0470316969 9780470316962
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5
Convergence of Probability Measures
1999, Wiley-Interscience
Hardcover
in English
- 2nd ed.
0471197459 9780471197454
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