Weak Convergence of Probability Measures Revisited

Salinetti G & Wets RJ-B (1987). Weak Convergence of Probability Measures Revisited. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-030

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Abstract

The hypo-convergence of upper semicontinuous functions provides a natural framework for the study of the convergence of probability measures. This approach also yields some further characterizations of weak convergence and tightness.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:58
Last Modified: 30 Oct 2016 01:38
URI: http://pure.iiasa.ac.at/3022

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