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Prokhorov's theorem · Vinony

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EntityQ7249519· pop 7· linked from 196 articles

Prokhorov's theorem

relates tightness of measures to relative compactness in the space of probability measures

Connections

Categories

Compactness theorems Theorems in measure theory

Sources

wikipedia.externallinksexternallink

stochastic process

Entity

queueing theory

Poisson process

càdlàg function

optional stopping theorem

quadratic variation

International Standard Book Number

digital object identifier

probability theory

machine learning

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What links here196 pages

independent and identically distributed random variables

Branching process

percolation theory

uniform integrability

Schramm–Loewner evolution

large deviations theory

additive process

Predictable process

Black–Scholes model

Feynman–Kac formula

Donsker's theorem

Markov property

convergence of random variables

Geometric Brownian motion

exchangeable random variables

Doob's martingale inequality

Hull–White model