Does anyone know where I can find some useful information about the Aldous criterion for tightness in the space of all cadlag functions $D[0,1]$?
Aldous criterion for tightness in $D[0,1]$
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probability-theory
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2Peter: Why don't you answer comments asking you for some additional information? – 2012-08-25
3 Answers
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Billingsley- Convergence of Probability Measures 2nd Ed. pp. 176
Kallenberg- Foundations of Modern Probability 2nd Ed. pp. 314
Aldous- Stopping Times and Tightness (article)
Or in the books of Ethier-Kurtz or Jacod-Shiryaev
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There is some stuff in Billingsley "convergence of probability measures" second edition (1999).
JF
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1By the way, welcome to math.stack.exchange. – 2012-06-22
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Maybe you can find some information about this criterion on the book by Richard F. Bass, Stochastic Processes-Cambridge University Press (2011).
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0Page 264 in the book I mentioned. – 2016-10-26