Narrow and vague convergence of set functions

Wim Vervaat

Statistics & Probability Letters, 1988, vol. 6, issue 5, 295-298

Abstract: In this paper we review analogues of narrow ( = weak) convergence of probability measures on a metric space, and present a synthesis that incorporates all separate cases and seems to be the right framework for the "large deviation principle".

Keywords: weak; convergence; narrow; convergence; vague; convergence; hypo; convergence; portmanteau; theorem; large; deviation; principle; capacities; random; closed; sets; random; semicontinuous; functions (search for similar items in EconPapers)
Date: 1988
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