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## General tightness conditions and weak convergence of point processes

In this dissertation, we consider two aspects of the theory of weak convergence of cadlag processes. / We first give a necessary and sufficient condition for the tightness of a sequence of cadlag processes (chapters 2,3) which generalizes Rebolledo's condition (see 13 ). It is a stochastic condition in the sense that stopping times rather than deterministic times are used in the statement. / We then discuss the predictability of the limit of a sequence of predictable processes (chapters 4-6). For a convergent sequence of point processes we show that, if the sequence of compensators converges, then the limit of compensators is the compensator of the limit of point processes (chapters 4,5). / Finally, we prove in Chapter 6 that extended weak convergence of a sequence of increasing predictable processes ensures the predictability of the limit.

Identifer | oai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:QMM.71994 |

Date | January 1985 |

Creators | Schiopu-Kratina, I. (Ioana) |

Publisher | McGill University |

Source Sets | Library and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada |

Language | English |

Detected Language | English |

Type | Electronic Thesis or Dissertation |

Format | application/pdf |

Coverage | Doctor of Philosophy (Department of Mathematics and Statistics.) |

Rights | All items in eScholarship@McGill are protected by copyright with all rights reserved unless otherwise indicated. |

Relation | alephsysno: 000219553, proquestno: AAINL20857, Theses scanned by UMI/ProQuest. |

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