Portmanteau theorem for unbounded measures

DOI10.1016/J.SPL.2006.04.025zbMATH Open1109.60004arXivmath/0604491OpenAlexW1982356667MaRDI QIDQ850190FDOQ850190

Authors: Mátyás Barczy, Gyula Pap 

Publication date: 15 November 2006

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

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.

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

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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)

Cites Work

• Title not available (Why is that?)
• Real Analysis and Probability
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice

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