Strong Representation of Weak Convergence.
Abstract
It is well known that there is a big difference between the concepts of weak and strong convergence of random variables. In the area of limilting theory, it is of interest to study the difference as well as the link between the two concepts of convergence. Additional keywords: Skorokhod's theorem; Finite dimfension case; Eigenvalues; Random matrices.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1985
- Accession Number
- ADA159078
Entities
People
- W. Q. Liang
- Z. D. Bai
Organizations
- University of Pittsburgh