1.

Record Nr.

UNINA9911019698403321

Autore

Billingsley Patrick

Titolo

Convergence of probability measures / / Patrick Billingsley

Pubbl/distr/stampa

New York, : Wiley, c1999

ISBN

9786612307485

9781118625965

111862596X

9781282307483

1282307487

9780470316962

0470316969

9780470317808

0470317809

Edizione

[2nd ed.]

Descrizione fisica

1 online resource (277 p.)

Collana

Wiley series in probability and statistics Probability and statistics section

Disciplina

519.2

Soggetti

Convergence

Metric spaces

Probability measures

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Previous ed.: 1968.

Nota di bibliografia

Includes bibliographical references and indexes.

Sommario/riassunto

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.