Related papers: Weak convergence of topological measures
This expository note aims at illustrating weak convergence of probability measures from a broader view than a previously published paper. Though the results are standard for functional analysts, this approach is rarely known by…
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.…
Topological measures and quasi-linear functionals generalize measures and linear functionals. We define and study deficient topological measures on locally compact spaces. A deficient topological measure on a locally compact space is a set…
Topological measures and deficient topological measures generalize Borel measures and correspond to certain non-linear functionals. We study integration with respect to deficient topological measures on locally compact spaces. Such an…
A uniformly continuously integrable sequence of real-valued measurable functions, defined on some probability space, is relatively compact in the $\sigma(L^1,L^\infty)$ topology. In this paper, we link such a result to weak convergence…
We expand our effective framework for weak convergence of measures on the real line by showing that effective convergence in the Prokhorov metric is equivalent to effective weak convergence. In addition, we establish a framework for the…
This paper focuses on various decompositions of topological measures, deficient topological measures, signed topological measures, and signed deficient topological measures. These set functions generalize measures and correspond to certain…
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…
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.
In this paper, we address the problem of constructing a uniform probability measure on $\mathbb{N}$. Of course, this is not possible within the bounds of the Kolmogorov axioms and we have to violate at least one axiom. We define a…
The paper presents some weak compactness criterion for a subset $M$ of the set $\mathfrak{RM}_b(T,\mathcal{G})$ of all positive bounded Radon measures on a Hausdorff topological space $(T,\mathcal{G})$ similar to the Prokhorov criterion for…
This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…
The main aim of this article is to give an exposition of weak convergence, Prohorov theorem and Prohorov spaces. In this context we study the relationship between Levy distance $\ell(F, G)$ between two distribution functions $F$ and $G$ and…
Prokhorov's Theorem in probability theory states that a family $\Gamma$ of probability measures on a Polish space is tight if and only if every sequence in $\Gamma$ has a weakly convergent subsequence. Due to the highly non-constructive…
Over the years a number of topologies for the set of laws of stochastic processes have been proposed. Building on the weak topology they all aim to capture more accurately the temporal structure of the processes. In a parallel paper we show…
In the past decades, weak convergence theory for stochastic processes has become a standard tool for analyzing the asymptotic properties of various statistics. Routinely, weak convergence is considered in the space of bounded functions…
In this paper, weak convergences of marked empirical processes in $L^2(\mathbb{R},\nu)$ and their applications to statistical goodness-of-fit tests are provided, where $L^2(\mathbb{R},\nu)$ is the set of equivalence classes of the square…
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…
Let E be a locally compact second countable Hausdorff space and F the pertaining family of all closed sets. We endow F respectively with the Fell-topology, the upper Fell topology or the upper Vietoris-topology and investigate weak…
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…