Billingsley's Convergence of Erobabilitz. Measures (1968) was perhaps the major influence
in making the theory of weak convergence into a standard part of both theoretical and
applied probability. The purpose of this book is to develop one or two further topics in weak
convergence. We assume the reader is familiar with the material presented by Billingsley;
the only other prerequisite is knowledge of stochastic processes up to the strong Markov
property of Brownian motion and the optional sampling theorem for submartingales-Breiman�…