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On conditional weak convergence

Sweeting, TJ; (1989) On conditional weak convergence. Journal of Theoretical Probability , 2 (4) 461 - 474. 10.1007/BF01051878.

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In this paper we discuss a number of technical issues associated with conditional weak convergence. The main modes of convergence of conditional probability distributions are uniform, probability, and almost sure convergence in the conditioning variable. General results regarding conditional convergence are obtained, including details of sufficient conditions for each mode of convergence,and characterization theorems for uniform conditional convergence.

Title:On conditional weak convergence
Publisher version:http://www.springerlink.com/content/wu60077426j23421/fulltext.pdf
Keywords:Conditional limit theorems, Uniform weak convergence, Equicontinuity, Convergence of random measures
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

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