Weak Convergence of Laws on R^{K} with Common Marginals
Probability
2007-05-23 v1
Abstract
We present a result on topologically equivalent integral metrics (Rachev, 1991, Muller, 1997) that metrize weak convergence of laws with common marginals. This result is relevant for applications, as shown in a few simple examples.
Cite
@article{arxiv.math/0606462,
title = {Weak Convergence of Laws on R^{K} with Common Marginals},
author = {Alessio Sancetta},
journal= {arXiv preprint arXiv:math/0606462},
year = {2007}
}
Comments
12 pages