Conditional Distributions and Tightness

Billingsley, Patrick

Ann. Probab., Tome 2 (1974) no. 6, p. 480-485 / Harvested from Project Euclid

Résumé

Conditions for tightness and weak convergence of sequences of stochastic processes are given in terms of restrictions on the conditional probabilities of large increments and of large jumps.

Publié le : 1974-06-14
Classification: Weak convergence, tightness, 60B10, 60F05

@article{1176996663,
     author = {Billingsley, Patrick},
     title = {Conditional Distributions and Tightness},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 480-485},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996663}
}

Billingsley, Patrick. Conditional Distributions and Tightness. Ann. Probab., Tome 2 (1974) no. 6, pp.  480-485. http://gdmltest.u-ga.fr/item/1176996663/