On Asymptotic Proximity of Distributions

Details On Asymptotic Proximity of Distributions On Asymptotic Proximity of Distributions

2007-05-18

arxiv.org/abs/0705.2677v2

Mathematics

Probability

21 pages, added reference, adapted content, corrected typos

Scientific paper

We consider some general facts concerning convergence P_{n}-Q_{n}\to 0 as
n\to \infty, where P_{n} and Q_{n} are probability measures in a complete
separable metric space. The main point is that the sequences {P_{n}} and
{Q_{n}} are not assumed to be tight. We compare different possible definitions
of the above convergence, and establish some general properties.

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