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Prokhorov's theorem

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Convergence of random variables Convergence in distribution Weak convergence of probability measures
2026-09-28  0 By others on same topic  0 Discussions Create my own version
On a Polish space, a family of probability measures is relatively compact for weak convergence exactly when it is tight. For finite measures, one additionally requires uniformly bounded total masses.

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  1. Weak convergence of probability measures
  2. Convergence in distribution
  3. Convergence of random variables
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 201 / 3 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 201 / 3 / c / Solution

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