Convergence of Probability Measures
S. N. Ethier, Thomas G. Kurtz · Wiley series in probability and statistics · 1986
The prelims comprise: The Prohorov Metric Prohorov's Theorem Weak Convergence Separating and Convergence Determining Sets The Space DE[0, ∞), The Compact Sets of DE[0, ∞) Convergence in Distribution in DE[0, ∞) Criteria for Relative Compactness in DE[0, ∞) Further Criteria for Relative Compactness in DE[0, ∞) Convergence to a Process in EE[0, ∞) Problems Notes