Accession Number:

AD0748210

Title:

Weak Convergence in Applied Probability.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s):

• Iglehart,Donald L.

Report Date:

1972-08-01

Pagination or Media Count:

70.0

Abstract:

Weak convergence of probability measures on function spaces has been an active area of research in recent years. While the theory has a somewhat abstract base, it is extremely useful in a wide variety of problems and the author believes has much to offer to applied probability. The aim in the survey paper is to discuss those aspects of the theory which are relevant to work in applied probability. Author

Descriptors:

• (*STOCHASTIC PROCESSES
• CONVERGENCE)
• MEASURE THEORY
• RANDOM VARIABLES
• SET THEORY
• TOPOLOGY
• BROWNIAN MOTION
• THEOREMS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE