On Asymptotic Proximity of Distributions
We consider some general facts concerning the convergence where P n and Q n are probability measures in a complete separable metric space. The main point is that the sequences { P n } and { Q n } are not assumed to be tight. We compare different possible definitions of the above convergence and esta...
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| Veröffentlicht in: | Journal of theoretical probability 2009-03, Vol.22 (1), p.82-98 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | We consider some general facts concerning the convergence
where
P
n
and
Q
n
are probability measures in a complete separable metric space. The main point is that the sequences {
P
n
} and {
Q
n
} are not assumed to be tight. We compare different possible definitions of the above convergence and establish some general properties. |
|---|---|
| ISSN: | 0894-9840 1572-9230 |
| DOI: | 10.1007/s10959-008-0178-2 |