Among several concepts of convergence that are being used in Probability theory, the weak convergence has a special role, as it is related not to values of random variables, but to their probability distributions.

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Weak Convergence of Probability Measures

  • Milan Merkle

摘要

Among several concepts of convergence that are being used in Probability theory, the weak convergence has a special role, as it is related not to values of random variables, but to their probability distributions.