On the convergence of vector random measures

DOI10.1007/BF01193580MaRDI QIDQ1123469zbMATH OpenFDO

Authors S. H. Smith

Publication date 1991

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01193580

zbMATH Keywords

Banach space-valued symmetric independently scattered random measurescentral limit theorem for Banach valued random variablesVitali-Hahn-Saks theorem

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Convergence of probability measures (60B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Review text

The aim of this paper is to study Banach space-valued symmetric independently scattered random measures with emphasis on their convergence properties. The Vitali-Hahn-Saks theorem, the Skorokhod theorem about the relations between the convergence a.e. and the convergence in law of random variables, and the central limit theorem for Banach valued random variables due to Hoffmann-Jorgensen and Pisier are extended to such measures.

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Cites work

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Cited in

(14)

• On the convergence of vector random measures
• An example of an irregular random measure
• Vague convergence of locally integrable martingale measures
• Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
• Vague Convergence of Semimartingale Random Measures
• scientific article; zbMATH DE number 4192055 (Why is no real title available?)
• On the complete convergence for sequences of random vectors in Hilbert spaces
• Weak convergence of hilbert valued martingale measures
• scientific article; zbMATH DE number 1071554 (Why is no real title available?)
• scientific article; zbMATH DE number 1995729 (Why is no real title available?)
• On Central Limit Theorems for Vector Random Measures and Measure-Valued Processes
• scientific article; zbMATH DE number 1409879 (Why is no real title available?)
• On Measure Concentration of Vector-Valued Maps
• scientific article; zbMATH DE number 2209565 (Why is no real title available?)

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