On conditional weak convergence.
Journal of Theoretical Probability
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|
|Keywords:||Conditional limit theorems, Uniform weak convergence, Equicontinuity, Convergence of random measures|
|UCL classification:||UCL > School of BEAMS > Faculty of Maths and Physical Sciences
UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science
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