Portmanteau theorem for unbounded measures

DOI10.1016/J.SPL.2006.04.025zbMATH Open1109.60004OpenAlexW1982356667MaRDI QIDQ850190FDOQ850190

Authors Mátyás Barczy, Gyula Pap

Publication date 15 November 2006

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

Full work available at URL https://arxiv.org/abs/math/0604491

zbMATH Keywords

weak convergence of measuresBorel neighbourhood

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability measures on topological spaces (60B05) Spaces of measures, convergence of measures (28A33)

Abstract: 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.

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• Real Analysis and Probability

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