On the weak convergence of stochastic processes without discontinuities of the second kind
dc.contributor.author | Woodroofe, Michael B. | en_US |
dc.date.accessioned | 2006-09-11T19:13:42Z | |
dc.date.available | 2006-09-11T19:13:42Z | |
dc.date.issued | 1968-03 | en_US |
dc.identifier.citation | Woodroofe, Michael; (1968). "On the weak convergence of stochastic processes without discontinuities of the second kind." Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 11(1): 18-25. <http://hdl.handle.net/2027.42/47645> | en_US |
dc.identifier.issn | 0044-3719 | en_US |
dc.identifier.issn | 1432-2064 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/47645 | |
dc.description.abstract | Subspaces D α , α > 0, of D [0, 1] are defined and given complete metrics d α which are stronger than the Prokhorov metric. The spaces ( D α d α ) are shown to be separable, and their pre-compact subsets are characterized. A condition which is known to guarantee weak pre-compactness of sets of probability measures over D [0, 1] is shown to also guarantee weak pre-compactness of probability measures over D α for appropriate values of α. Applications are made to the weak convergence of measures induced by stochastic processes, and some examples are included. | en_US |
dc.format.extent | 406318 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Springer-Verlag | en_US |
dc.subject.other | Operation Research/Decision Theory | en_US |
dc.subject.other | Quantitative Finance | en_US |
dc.subject.other | Mathematical Biology in General | en_US |
dc.subject.other | Statistics for Business/Economics/Mathematical Finance/Insurance | en_US |
dc.subject.other | Probability Theory and Stochastic Processes | en_US |
dc.subject.other | Mathematical and Computational Physics | en_US |
dc.subject.other | Mathematics | en_US |
dc.title | On the weak convergence of stochastic processes without discontinuities of the second kind | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Statistics and Numeric Data | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Social Sciences | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Mathematics Department, University of Michigan, 48104, Ann Arbor, Michigan, USA | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/47645/1/440_2004_Article_BF00538382.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1007/BF00538382 | en_US |
dc.identifier.source | Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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