On strong forms of weak convergence

Stochastic Processes and their Applications

Volumn 67, Issue 1, 1997, Pages 41-53

  Jacka, S D ^a   Roberts, G O ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Convergence in distribution; Skorokhod representation; Total variation metric

Indexed keywords

EID: 0031589072     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00002-1     Document Type: Article

References (11)

1. H. Bauer. Probability Theory and Elements of Measure Theory (Academic Press, London. 2nd English cd. (1981).
2. P. Billingsley. Convergence of Probability Measures (Wiley. New York, 1968).
3. N. Dunford, and J.T. Schwartz. Linear Operators: Part I: General Theory (Interscience. New York. 1958).
4. S.N. Ethier and T.G. Kurtz. Markov Processes: Characterisation and Convergence (Wiley, New York, 1986).
5. S.D. Jacka and G.O. Roberts. Strong forms of weak convergence. university of Warwick. Department of Statistics Research Report no. 243 (1992).
6. L. Le Cam. Asymptotic Methods in Statistical Decision Theory (Springer, New York, 1986).
7. T. Lindvall. Lectures on the Coupling Method (Wiley, New York. 1992).
8. G.O. Roberts and S.D. Jacka, Weak convergence of conditioned birth and death processes, J. Appl. Prob. 31 (1994) 90-100.
9. L.C.G. Rogers and D. Williams. Diffusions, Markov Processes, and Martingales Vol. 2 (Wiley. New York, 1987).
10. A.N. Shiryayev, Probability (Springer, Berlin, 1984).
11. D. Williams. Diffusions, Markov Processes, and Martingales, Vol. 1 (Wiley. New York. 1979).