Weak Convergence of Probability Measures Revisited

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

[thumbnail of WP-87-030.pdf]

Download (811kB) | Preview


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: 27 Aug 2021 17:13
URI: https://pure.iiasa.ac.at/3022

Actions (login required)

View Item View Item