Weak Convergence of Measures

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

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 convergence; Wiener process; central limit theorem; Berry-Esseen theorem; uniformly distributed sequence; convergence in variation; convergence of distribution functions; set-wise convergence in measures; various types of convergence of measures

Mathematics Subject Classification ID

60B05: Probability measures on topological spaces

60F05: Central limit and other weak theorems

60E05: Probability distributions: general theory

60B10: Convergence of probability measures

54A20: Convergence in general topology (sequences, filters, limits, convergence spaces, nets, etc.)

46G12: Measures and integration on abstract linear spaces

60B11: Probability theory on linear topological spaces

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

60B15: Probability measures on groups or semigroups, Fourier transforms, factorization

28C15: Set functions and measures on topological spaces (regularity of measures, etc.)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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