On Asymptotic Proximity of Distributions
Abstract
Description
We consider some general facts concerning convergence P_{n}-Q_{n}\to 0 as n\to \infty, where P_{n} and Q_{n} are probability measures in a complete separable metric space. The main point is that the sequences {P_{n}} and {Q_{n}} are not assumed to be tight. We compare different possible definitions of the above convergence, and establish some general properties.
21 pages, added reference, adapted content, corrected typos
21 pages, added reference, adapted content, corrected typos