Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in

The purpose of this book is to present results on the subject of weak convergence to study invariance principles in statistical applications. Different techniqu

Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued ra

The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first re