A note on vague convergence of measures

DOI10.1016/j.spl.2019.06.004zbMath1420.28001arXiv1803.07024OpenAlexW2789669784WikidataQ127652957 ScholiaQ127652957MaRDI QIDQ2322688

Bojan Basrak, Hrvoje Planinić

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.07024

zbMATH Keywords

convergence in distributionLipschitz continuous functionsrandom measuresvague convergence\(w^{\#}\)-convergenceboundedly finite measures

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Random measures (60G57) Spaces of measures, convergence of measures (28A33)

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Cites Work

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• Extremes of independent stochastic processes: a point process approach
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• Random Measures, Theory and Applications
• Regular variation for measures on metric spaces
• An Introduction to the Theory of Point Processes
• Spaces in which sequences suffice
• Heavy-Tail Phenomena
• On Sequential Convergence

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