Weak Convergence of Measures

DOI10.1090/surv/234zbMath1412.60003OpenAlexW2924249889MaRDI QIDQ4963210

Vladimir I. Bogachev

Publication date: 6 November 2018

Published in: Mathematical Surveys and Monographs (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/surv/234

zbMATH Keywords

weak convergenceWiener processcentral limit theoremBerry-Esseen theoremuniformly distributed sequenceconvergence in variationconvergence of distribution functionsset-wise convergence in measuresvarious types of convergence of measures

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Convergence of probability measures (60B10) Convergence in general topology (sequences, filters, limits, convergence spaces, nets, etc.) (54A20) Measures and integration on abstract linear spaces (46G12) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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