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On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes
V. I. Bogachevabc, A. F. Miftakhovabc a Department of Mechanics and Mathematics, Moscow State University, Moscow, Russia
b St.-Tikhon’s Orthodox Humanitarian University, Moscow, Russia
c National Research University Higher School of Economics, Moscow, Russia
Abstract:
We study conditions on metrics on spaces of measurable functions under which weak convergence of Borel probability measures on these spaces follows from weak convergence of finite-dimensional projections of the considered measures.
Keywords:
Convergence in measure, weak convergence, finite-dimensional distributions.
Citation:
V. I. Bogachev, A. F. Miftakhov, “On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes”, Theory Stoch. Process., 21(37):1 (2016), 1–11
Linking options:
https://www.mathnet.ru/eng/thsp115 https://www.mathnet.ru/eng/thsp/v21/i1/p1
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Abstract page: | 751 | Full-text PDF : | 362 | References: | 63 |
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