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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.
Date January 1985
CreatorsSchiopu-Kratina, I. (Ioana)
PublisherMcGill University
Source SetsLibrary and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
CoverageDoctor of Philosophy (Department of Mathematics and Statistics.)
RightsAll items in eScholarship@McGill are protected by copyright with all rights reserved unless otherwise indicated.
Relationalephsysno: 000219553, proquestno: AAINL20857, Theses scanned by UMI/ProQuest.

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