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== References == {{refbegin|30em}} * {{cite book|last=Bickel|first=Peter J.|last2=Klaassen|first2=Chris A.J.|last3=Ritov|first3=Ya’acov|last4=Wellner|first4=Jon A.|year=1998|title=Efficient and adaptive estimation for semiparametric models|publisher=Springer-Verlag|location=New York|isbn=978-0-387-98473-5}} * {{cite book|last=Billingsley|first=Patrick|title=Probability and Measure|year=1986|edition=2nd|series=Wiley Series in Probability and Mathematical Statistics|publisher=Wiley}} * {{cite book|last=Billingsley|first=Patrick|year=1999|title=Convergence of probability measures|url=https://archive.org/details/convergenceofpro0000bill|url-access=registration|publisher=John Wiley & Sons|edition=2nd|pages=[https://archive.org/details/convergenceofpro0000bill/page/1 1–28]|isbn=978-0-471-19745-4}} * {{cite book|last=Dudley|first=R.M.|year=2002|title=Real analysis and probability|publisher=Cambridge University Press|location=Cambridge, UK|isbn=978-0-521-80972-6}} * {{Cite book|title=A Modern Approach to Probability Theory|last=Fristedt|first=Bert|last2=Gray|first2=Lawrence|publisher=Springer Science+Business Media|year=1997|isbn=978-1-4899-2837-5|location=New York|doi=10.1007/978-1-4899-2837-5}} * {{cite book|first=G.R.|last=Grimmett|last2=Stirzaker|first2=D.R.|year=1992|title=Probability and random processes|edition=2nd|publisher=Clarendon Press, Oxford|pages=271–285|isbn=978-0-19-853665-9}} * {{cite book|first=M.|last=Jacobsen|year=1992|title=Videregående Sandsynlighedsregning (Advanced Probability Theory)|edition=3rd|publisher=HCØ-tryk, Copenhagen|pages=18–20|isbn=978-87-91180-71-2}} * {{cite book|last1=Ledoux|first1=Michel|last2=Talagrand|first2=Michel|author2-link=Michel Talagrand|title=Probability in Banach spaces|publisher=Springer-Verlag|location=Berlin|year=1991|pages=xii+480|isbn=978-3-540-52013-9|mr=1102015}} * {{cite book|last=Romano|first=Joseph P.|last2=Siegel|first2=Andrew F.|year=1985|title=Counterexamples in Probability and Statistics |title-link=Counterexamples in Probability and Statistics |publisher=Chapman & Hall|location=Great Britain|isbn=978-0-412-98901-8}} * {{cite book|last1=Grimmett|first1=Geoffrey R.|last2=Stirzaker|first2=David R.|title=Probability and Random Processes|year=2020|publisher=Oxford University Press|edition=4th|isbn=978-0-198-84760-1}} * {{cite book|last=van der Vaart|first=Aad W.|author-link=Aad van der Vaart|last2=Wellner|first2=Jon A.|year=1996|title=Weak convergence and empirical processes|publisher=Springer-Verlag|location=New York|isbn=978-0-387-94640-5}} * {{cite book|last=van der Vaart|first=Aad W.|title=Asymptotic statistics|year=1998|publisher=Cambridge University Press|location=New York|isbn=978-0-521-49603-2}} * {{cite book|last=Williams|first=D.|title=Probability with Martingales|publisher=Cambridge University Press|year=1991|isbn=978-0-521-40605-5}} * {{cite book|last=Wong|first=E.|last2=Hájek|first2=B.|title=Stochastic Processes in Engineering Systems|publisher=Springer–Verlag|location=New York|year=1985}} * {{cite web |url=https://www.ma.utexas.edu/users/gordanz/notes/weak.pdf |title=Lecture 7: Weak Convergence |first=Gordan |last=Zitkovic |date=November 17, 2013}} {{refend}} {{Citizendium|title=Stochastic convergence}} {{Lp spaces}} {{DEFAULTSORT:Convergence Of Random Variables}} [[Category:Stochastic processes]] [[Category:Convergence (mathematics)|Random variables, Convergence of]]
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