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