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I want to study the convergence concepts in statistics. I am mainly interested in topics like

  1. Convergence in Probability
  2. Convergence in Distribution
  3. Almost Surely convergence

I can't seem to find any good textbook or material that covers all the three topics in detail.

Any recommendations on what books or what material may be helpful? Thanks!

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    $\begingroup$ So basically you are looking for "limit theorems" book in probability. There are 1000 of them. I like this one: A History of the Central Limit Theorem: From Classical to Modern Probability Theory. Another classical one is: Probability and Measure by Billingsley. $\endgroup$
    – Hamid Enki
    Commented Oct 11, 2020 at 4:28
  • $\begingroup$ Any textbook for a graduate level probability course will cover this. Billingsley is already mentioned; "Probability: Theory and Examples" by Durrett, and "Probability with Martingales" by Williams are also good. $\endgroup$
    – angryavian
    Commented Oct 11, 2020 at 4:36
  • $\begingroup$ There are some good computational examples of this in Unpingco, José. Python for probability, statistics, and machine learning. Vol. 1. Springer International Publishing, 2016. $\endgroup$
    – reckoner
    Commented Oct 11, 2020 at 16:06

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