Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$

DOI10.1214/aoms/1177696970zbMath0203.50501OpenAlexW2008232740MaRDI QIDQ5603665

Ward Whitt

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696970

Related Items

Approximation theory for the simulation of continuous Gaussian processes ⋮ Busemann functions on the Wasserstein space ⋮ Weak convergence of probability measures in spaces of smooth functions ⋮ On the optimality of differentiated SPR tests of composite hypotheses ⋮ CENTRAL LIMIT THEORMS IN C[0,1 FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION] ⋮ Diffusivity in multiple scattering systems ⋮ Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation ⋮ Asymptotics of stationary measure under scaling in stochastic exchange processes ⋮ The limit distribution of Sinai's random walk in random environment ⋮ Hawkes processes in insurance: risk model, application to empirical data and optimal investment ⋮ Distances on probability measures and random variables ⋮ Brownian motion conditioned to spend limited time below a barrier ⋮ Limit theorems for cylindrical martingale problems associated with Lévy generators ⋮ Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices ⋮ Functional central limit theorems for processes with positive drift and their inverses ⋮ Random environments and stochastic calculus ⋮ Error distributions for random grid approximations of multidimensional stochastic integrals ⋮ Konvergenz stetiger stochastischer Prozesse mit polnischem Zustands- und Parameterraum ⋮ A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion ⋮ Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices ⋮ Bochner-Almost Periodicity for Stochastic Processes ⋮ Computable Primal and Dual Bounds for Stochastic Control ⋮ Nonparametric inference on structural breaks ⋮ Induced weak convergence and random measures ⋮ Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps ⋮ Discrete-Time Risk Processes with After-Effects and Association ⋮ Fluctuation results for Hastings-Levitov planar growth ⋮ A non-Markovian model for cell population growth: speed of convergence and central limit theorem ⋮ Change point estimators by local polynomial fits under a dependence assumption ⋮ On the value distribution and moments of the Epstein zeta function to the right of the critical strip ⋮ Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes ⋮ Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events ⋮ Approach theory meets probability theory ⋮ Weak convergence inapplied probability ⋮ Mosco-convergence and Wiener measures for conductive thin boundaries ⋮ The morphing of fluid queues into Markov-modulated Brownian motion ⋮ Functional limits of empirical distributions in crossing theory ⋮ Diffusion approximations for insurance risk processes ⋮ Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation ⋮ A limit theorem for turbulent diffusion ⋮ Queue-Based Random-Access Algorithms: Fluid Limits and Stability Issues ⋮ On the uniqueness of maximizers of Markov-Gaussian processes ⋮ Non-parametric sequential tests for symmetry ⋮ On the weak convergence of alternating processes ⋮ Slowing time: Markov-modulated Brownian motions with a sticky boundary ⋮ Existence and explicit determination of optimal stopping times ⋮ DETECTION OF NONCONSTANT LONG MEMORY PARAMETER ⋮ Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\) ⋮ Univariate log-concave density estimation with symmetry or modal constraints ⋮ Bootstrapping the mode ⋮ The function space D([O, ∞)ρ, E) ⋮ Cut points and diffusions in random environment ⋮ Confidence bands for the laplace distribution ⋮ Unnamed Item ⋮ Almost automorphy and various extensions for stochastic processes ⋮ Invariance principles and log-distance of F-KPP fronts in a random medium ⋮ Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators