On necessary and sufficient conditions for convergence of probability measures in variation

L. Ju. Vostrikova

Stochastic Processes and their Applications, 1984, vol. 18, issue 1, 99-112

Abstract: Let 21 be a sequence of stochastic bases, i.e. measurable spaces 9 equipped with filtrations 6 such that 20. Let Pn and Pn be probability measures on 9 and 60 be their restrictions on the [sigma]-algebra 5nk. Necessary and sufficient conditions are given for convergence of the measures Pn and Pn in variation in terms of characteristics of their restrictions as well as in so-called 'predictable' terms.

Keywords: variation; between; the; measures; convergence; in; variation; likelihood; ratio; pseudo-inversion; predictable; stochastic; sequence; predictable; conditions (search for similar items in EconPapers)
Date: 1984
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