A note on weak convergence

被引:0
|
作者
R. V. Ramamoorthi
B. V. Rao
J. Sethuraman
机构
[1] Michigan State University,Department of Statistics and Probability
[2] Chennai Mathematical Institute,Department of Statistics
[3] Florida State University,undefined
来源
Sankhya A | 2012年 / 74卷 / 2期
关键词
Weak convergence; Vitali Hahn Saks Theorem.; Primary 60F99; Secondary 60A10;
D O I
10.1007/s13171-012-0016-6
中图分类号
学科分类号
摘要
We show that in a Polish space if {Pn} is a sequence of probability measures then the existence of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\displaystyle \lim_n \int f dP_n$\end{document} for every bounded continuous function guarantees the existence of a probability P such that Pn converges weakly to P.
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页码:269 / 276
页数:7
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