Description
Book SynopsisAsymptotic distribution theorems in probability and statistics have, from the beginning, depended on the classical theory of weak convergence of distribution functions in Euclidean space. The past several decades have seen the creation and extensive application of a more inclusive theory of weak convergence of probability measures on metric spaces.
Trade ReviewThe book is a classic--it is almost an insult to review it. This second edition will, probably and rightly, be urged on today's research students by their predecessors, now their supervisors, who derived so much from the first edition. As the author says, 30 years ago the book would take the aspiring researcher to the forefront. Now, with the huge development over these years, it just provides an initial grounding, though no less essential. (The Statistician 49 (3) 2000)
...it seems destined to become another clasic and is of interest even to those who already own the first edition. (Zentralblatt Math, Volume 944, No 19, 2000)
Table of ContentsWeak Convergence in Metric Spaces.
The Space C.
The Space D.
Dependent Variables.
Other Modes of Convergence.
Appendix.
Some Notes on the Problems.
Bibliographical Notes.
Bibliography.
Index.
