Tightness of Continuous Stochastic Processes
Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 2, pp. 151-162
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Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.
Keywords:
continuous stochastic processes, weak compactness of sequences of stochastic processes
@article{DMPS_2006_26_2_a2,
author = {Kisielewicz, Micha{\l}},
title = {Tightness of {Continuous} {Stochastic} {Processes}},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {151--162},
publisher = {mathdoc},
volume = {26},
number = {2},
year = {2006},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a2/}
}
Kisielewicz, Michał. Tightness of Continuous Stochastic Processes. Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 2, pp. 151-162. http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a2/