On weak convergence of random fields |
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Authors: | R. Banys D. Surgailis |
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Affiliation: | (1) Department of Statistics, University of Wisconsin, 1210 West Dayton Street, Madison, WI, 53706, U.S.A. |
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Abstract: | We provide a characterization of compactness in the spaceD of functions of two variables defined on a unit square. The functions fromD have the property that their discontinuity points lie on smooth curves. Conditions for the tightness of probability measures inD and conditions for weak convergence of random fields with trajectories inD are derived. Vilnius Gediminas Technical University, Saulétekio 11; Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 39, No. 2, pp 169–184, April–June, 1999. Translated by R. Banys |
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Keywords: | weak convergence and tightness of probability measures compactness random fields |
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