Convergence of Probability Measures
| Supervisor | RNDr., Pavel Ludvík, Ph.D. |
| Name | Convergence of Probability Measures |
| Type | Bachelor |
| Status | Not assigned |
| Description | The aim of this paper is to compare different types of convergence of probability measures: weak convergence, convergence in the Prokhorov metric, etc. This compilation work should investigate the (relative) compactness, tightness and other topological properties of the measure space. The work will culminate in a proof of Prokhorov's theorem and its applications. BILLINGSLEY, Patrick. Convergence of probability measures. 2nd ed. Wiley series in probability and statistics. Probability and statistics. New York: Wiley, c1999. ISBN 04-711-9745-9. |