R help - Oct 2009 - looking for reference that covers convergence in distribution

I am looking for a good probability book that describes convergence in
distribution. I have looked through Introduction to Probability by
Charles M. Grinstead, J. Laurie Snell, but I don't find any formal
description on convergence in distribution. Could somebody recommend a
good book that cover this topic? Thank you!

Peng Yu wrote:
> 
> I am looking for a good probability book that describes convergence in
> distribution. I have looked through Introduction to Probability by
> Charles M. Grinstead, J. Laurie Snell, but I don't find any formal
> description on convergence in distribution. Could somebody recommend a
> good book that cover this topic? Thank you!
> 
> 
This mailing list is for R help, not general statistics help. 
May I respectfully request that you
take your questions to a statistics help list instead?
>From the posting guide:
Questions about statistics: The R mailing lists are primarily intended for
questions and discussion about the R software. However, questions about
statistical methodology are sometimes posted. If the question is well-asked
and of interest to someone on the list, it may elicit an informative
up-to-date answer. See also the Usenet groups sci.stat.consult (applied
statistics and consulting) and sci.stat.math (mathematical stat and
probability). 

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