Portmanteau theorem for unbounded measures
Probability
2007-05-23 v1 Classical Analysis and ODEs
Abstract
We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.
Cite
@article{arxiv.math/0604491,
title = {Portmanteau theorem for unbounded measures},
author = {Matyas Barczy and Gyula Pap},
journal= {arXiv preprint arXiv:math/0604491},
year = {2007}
}
Comments
6 pages, To appear in Statistics & Probability Letters