Convergence Vague (IA) - Suites de Vecteurs Aléatoires

2016/11/11 by Gane Samb Lô, Lo, Gane Samb
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60XXX #62G30 #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1611.03575

openalex publication_date 2016/11/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This monograph aims at presenting the core weak convergence theory for sequences of random vectors with values in ℝ^k. In some places, a more general formulation in metric spaces is provided. It lays out the necessary foundation that paves the way to applications in particular subfields of the theory. In particular, the needs of Asymptotic Statistics are addressed. A whole chapter is devoted to weak convergence in ℝ where specific tools, for example for handling weak convergence of sequences using independent and indentically distributed random variables such that the Renyi's representations by means of standard uniform or exponential random variables, are stated. The function empirical process is presented as a powerful tool for solving a considerable number of asymptotic problems in Statistics. The text is written in a self-contained approach whith the proofs of all used results at the exception of the general Skorohod-Wichura Theorem

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