Uniformity in Weak and Vague Convergence

Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
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Svetlozar T. Rachev: Stony Brook University, Department of Applied Mathematics and Statistics College of Business
Lev B. Klebanov: Charles University, Department of Probability and Statistics
Stoyan V. Stoyanov: EDHEC Business School EDHEC-Risk Institute
Frank J. Fabozzi: EDHEC Business School EDHEC-Risk Institute

Chapter Chapter 11 in The Methods of Distances in the Theory of Probability and Statistics, 2013, pp 271-282 from Springer

Abstract: Abstract The goals of this chapter are to: • Extend the notion of uniformity, • Study the metrization of weak convergence, • Describe the notion of vague convergence, • Consider the question of its metrization.

Keywords: Vague Convergence; Weak Convergence; Kantorovich Metric; Bounded Borel Subset; Nonnegative Continuous Function (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-4869-3_11

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DOI: 10.1007/978-1-4614-4869-3_11

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