Narrow and vague convergence of set functions (Q1105259): Difference between revisions
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Revision as of 01:13, 20 March 2024
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English | Narrow and vague convergence of set functions |
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Narrow and vague convergence of set functions (English)
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1988
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A table with 8 cases of narrow \((= weak)\) convergence of probability measures on certain basic spaces E is presented. Locally compact or metric spaces E with various function spaces defined on them are considered and data on the coarsest topologies for the corresponding functionals, portmanteau theorems, compactness of some subsets of bounded functions and references are incorporated. The relations of the statements are discussed in the leading remarks.
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weak convergence
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large deviations principle
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portmanteau theorems
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