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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0Aldous criterion is the criterion using bounded stopping times, right? – 2012-05-19
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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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2If you have the book, can you give the most relevant elements? – 2012-06-22
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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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0You should only answer if you know the book definitely does discuss the criterion in question. If you have checked and it does, please include information about where in the book the relevant information can be found. – 2016-01-15
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0Page 264 in the book I mentioned. – 2016-10-26