Weak Convergence of Laws on R^{K} with Common Marginals

Alessio Sancetta

arxiv: math/0606462 · v1 · submitted 2006-06-19 · 🧮 math.PR

Weak Convergence of Laws on R^(K) with Common Marginals

Alessio Sancetta This is my paper

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keywords commonconvergencelawsmarginalsresultweakapplicationsequivalent

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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.

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Weak Convergence of Laws on R^(K) with Common Marginals

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