This book tries to do three things. The first goal is to give an exposition of certain modes of stochastic convergence, in particular convergence in distribution. The classical theory of this subject was developed mostly in the 1950s and is well summarized in Billingsley (1968). During the last 15 years, the need for a more general theory allowing random elements that are not Borel measurable has become well established, particularly in developing...
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