cicyt UNIZAR
Full-text links:

Download:

Current browse context:

math.PR

Change to browse by:

References & Citations

Bookmark

(what is this?)
CiteULike logo BibSonomy logo Mendeley logo del.icio.us logo Digg logo Reddit logo ScienceWISE logo

Mathematics > Probability

Title: A note on vague convergence of measures

Abstract: We propose a notion of convergence of measures with intention of generalizing and unifying several frequently used types of vague convergence. We explain that by general theory of boundedness due to Hu (1966), in Polish spaces, this notion of convergence can be always formulated as follows: $\mu_n \stackrel{v}{\longrightarrow} \mu$ if $\int f d\mu_n \to \int f d\mu$ for all continuous bounded functions $f$ with support bounded in some suitably chosen metric. This brings all the related types of vague convergence into the framework of Daley and Vere-Jones (2003) and Kallenberg (2017). In the rest of the note we discuss the vague topology and the corresponding notion of convergence in distribution, complementing the theory developed in those two references.
Comments: 15 pages
Subjects: Probability (math.PR)
MSC classes: 28A33, 60G57, 60G70
Cite as: arXiv:1803.07024 [math.PR]
  (or arXiv:1803.07024v1 [math.PR] for this version)

Submission history

From: Hrvoje Planinić [view email]
[v1] Mon, 19 Mar 2018 16:35:47 GMT (14kb)