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Does anyone know where I can find some useful information about the Aldous criterion for tightness in the space of all cadlag functions $D[0,1]$?

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    Peter: Why don't you answer comments asking you for some additional information?2012-08-25

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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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    By 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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    Page 264 in the book I mentioned.2016-10-26