Related papers: Convergence of Probability Measures and Markov Dec…
Weak convergence of probability measures is one of the most important topics in the field probability and statistics. In this survey paper, we look at weak convergence of probability measures from the topological vector space point of view.…
We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…
Necessary and sufficient conditions for weak and vague convergence of measures are important for a diverse host of applications. This paper aims to give a comprehensive description of the relationship between the two modes of convergence…
When studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by…
This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…
The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…
This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures. We establish some fundamental properties of these…
We consider the space of complete and separable metric spaces which are equipped with a probability measure. A notion of convergence is given based on the philosophy that a sequence of metric measure spaces converges if and only if all…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
Probability measures by themselves, are known to be inappropriate for modeling the dynamics of plain belief and their excessively strong measurability constraints make them unsuitable for some representational tasks, e.g. in the context of…
This note identifies compact and {\sigma}-compact subsets of probability measures on a class of metric spaces with respect to the weak convergence topology. Moreover, it is shown by an example, that the space of probability measures on a…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
This paper characterizes the maximum mean discrepancies (MMD) that metrize the weak convergence of probability measures for a wide class of kernels. More precisely, we prove that, on a locally compact, non-compact, Hausdorff space, the MMD…
We consider the task of forecasting an infinite sequence of future observations based on some number of past observations, where the probability measure generating the observations is "suspected" to satisfy one or more of a set of…
Topological measures and deficient topological measures are defined on open and closed subsets of a topological space, generalize regular Borel measures, and correspond to (non-linear in general) functionals that are linear on singly…
We introduce a notion of weak convergence in arbitrary metric spaces. Metric functionals are key in our analysis: weak convergence of sequences in a given metric space is tested against all the metric functionals defined on said space. When…
We consider a system of weak* closed sets of finite-dimensional distributions. We show that a corresponding system of random variables can be defined on a probability space with a probability measure determined up to some set of measures,…
Spaces of quasi-invariant measures supplied with different topologies are studied. Their embeddings, projective decompositions, conditions for their metrizability are investigated. Theorems about convergence of nets of quasi-invariant…
Certain notions of convergence of sequences functions such as pointwise convergence and (uniform) convergence on compact or bounded sets come from suitable topological function spaces; see [1]. Under certain conditions these topologies…
Probability metrics constitute an important tool in probability theory and statistics \cite{DKS91}, \cite{R91}, \cite{Z83} as they are specific metrics on spaces of random variables which, by satisfying an extra condition, concord well with…