A note on tightness

Christian Genest, Kilani Ghoudi, Bruno Rémillard

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)


This note describes an extension of Billingsley's classical tightness criterion for sequences of càdlàg processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.

Original languageEnglish
Pages (from-to)331-339
Number of pages9
JournalStatistics and Probability Letters
Issue number4
Publication statusPublished - May 1 1996
Externally publishedYes


  • Càdlàg processes
  • Tightness
  • Weak convergence

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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