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Univariate Random Variables Read chapter Read first chapter

1993 | OriginalPaper | Chapter

Limit Laws

Author : Marc A. Berger

Published in: An Introduction to Probability and Stochastic Processes

Publisher: Springer New York

Included in: Professional Book Archive

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In Section II we dealt with finite families X1,…,Xn of joint random variables. Now we shall be considering full sequences X1, X2,… of an infinity of joint random variables. The distribution of such a sequence is determined by the various finite-dimensional d.f.s $${F_{{X_{{n_1}}}}}, \ldots {X_{{n_k}}}$$ but the jump to infinity introduces many new considerations. In particular, we shall deal with limits, events that occur infinitely often (i.o.), tail events, and various modes of convergence.

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next chapter Markov Chains—Passage Phenomena
Metadata
Title
Limit Laws
Author
Marc A. Berger
Copyright Year
1993
Publisher
Springer New York
Book
An Introduction to Probability and Stochastic Processes

Print ISBN: 978-1-4612-7643-2

Electronic ISBN: 978-1-4612-2726-7

Copyright Year: 1993

DOI
https://doi.org/10.1007/978-1-4612-2726-7_3