Accession Number : ADA187981
Title : Probability Bounds for M-Skorohod Oscillations.
Descriptive Note : Technical rept. 1 Oct 86-30 Sep 87,
Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES
Personal Author(s) : Avram, Florin ; Taqqu, Murrad S
PDF Url : ADA187981
Report Date : Dec 1986
Pagination or Media Count : 18
Abstract : Billingsley developed a widely used method for proving weak convergence with respect to the sup-norm and J -Skorohod topologies, once convergence of the finite-dimensional distributions has been established. Billingsley's method works not only for J oscillations, but also for M oscillations. This is done by identifying a common property of the J and M functions, called sub-triadditivity, and then showing that Billingsley's approach in the case of the J function can be adequately modified to apply to any sub-triadditive function. Keywords: Weak convergence; Skorohod topologies; Sub-triadditivity.
Descriptors : *WEAK CONVERGENCE, DISTRIBUTION, OSCILLATION, SIZES(DIMENSIONS), TOPOLOGY
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE