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Forum index » Science and Technology » Math » Probability
Who proved the Portmanteau Theorem?
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bickis@snoopy.usask.ca
science forum beginner


Joined: 18 Apr 2006
Posts: 1

PostPosted: Tue Apr 18, 2006 11:13 pm    Post subject: Who proved the Portmanteau Theorem? Reply with quote

The so-called Portmanteau theorem gives alternative characterizations
of weak convergence of probability measures. I had figured that its
name is derived from the fact that it gathers together the different
"suits" of the concept into one theorem. Patrick Billingsley,
however, in "Convergence of Probability Measures", 2nd edition, gives a
reference to one Jean-Pierre Portmanteau, (1915) in the Annals of the
University of Felletin.

Is this a legitimate citation, or is it spurious, or a private joke?

I am suspicious for several reasons.

1. Portmanteau is an English word, meaning "suitcase". There is a
French word, spelled "portemanteau" which means "coat-rack". So if
there was such a person, would he not use the French spelling?

2. The title of the paper is "Espoir pour l'ensemble vide" --- "Hope
for the empty set" -- not what one would expect for a paper about weak
convergence.

3. The year of publication seems rather early for this concept.

4. I can't find any Université de Felletin on Google.

Does anyone know the history and provenance of this theorem, and its
name?


Mik
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Herman Rubin
science forum Guru


Joined: 25 Mar 2005
Posts: 730

PostPosted: Wed Apr 19, 2006 4:58 pm    Post subject: Re: Who proved the Portmanteau Theorem? Reply with quote

In article <1145402006.904269.166180@z34g2000cwc.googlegroups.com>,
<bickis@snoopy.usask.ca> wrote:
Quote:
The so-called Portmanteau theorem gives alternative characterizations
of weak convergence of probability measures. I had figured that its
name is derived from the fact that it gathers together the different
"suits" of the concept into one theorem. Patrick Billingsley,
however, in "Convergence of Probability Measures", 2nd edition, gives a
reference to one Jean-Pierre Portmanteau, (1915) in the Annals of the
University of Felletin.

Is this a legitimate citation, or is it spurious, or a private joke?

I am suspicious for several reasons.

1=2E Portmanteau is an English word, meaning "suitcase". There is a
French word, spelled "portemanteau" which means "coat-rack". So if
there was such a person, would he not use the French spelling?

2=2E The title of the paper is "Espoir pour l'ensemble vide" --- "Hope
for the empty set" -- not what one would expect for a paper about weak
convergence.

3=2E The year of publication seems rather early for this concept.

4=2E I can't find any Universit=E9 de Felletin on Google.

Does anyone know the history and provenance of this theorem, and its
name?


Quote:
Mik


As one of the early workers in this (there were many at the
same time), this seems to be like a complete joke.

I never published my results, but some textbooks refer to my
contributions to this. This also can be done in non-metric
spaces, or with other restrictions, such as where there is a
separation between the equivalence, and in metric spaces with
all continuous functions are measurable.

Also, esperance (root espoir) means expectation.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@stat.purdue.edu Phone: (765)494-6054 FAX: (765)494-0558
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Google

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