A note on vague convergence of measures

Bojan Basrak and Hrvoje Planinić

Statistics & Probability Letters, 2019, vol. 153, issue C, 180-186

Abstract: We propose a new approach to vague convergence of measures based on the general theory of boundedness due to Hu (1966). The article explains how this connects and unifies several frequently used types of vague convergence from the literature. Such an approach allows one to translate already developed results from one type of vague convergence to another. We further analyze the corresponding notion of vague topology and give a new and useful characterization of convergence in distribution of random measures in this topology.

Keywords: Boundedly finite measures; Vague convergence; w#–convergence; Random measures; Convergence in distribution; Lipschitz continuous functions (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:153:y:2019:i:c:p:180-186

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DOI: 10.1016/j.spl.2019.06.004

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