Weak Convergence of Probability Measures Revisited

Authors:   Salinetti G, Wets RJ-B

Publication Year:   1987

Reference:  IIASA Working Paper WP-87-030

Abstract

The hypo-convergence of upper semicontinuous functions provides a natural framework for the study of the convergence of probability measures. This approach also yields some further characterizations of weak convergence and tightness.

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