Convergence in distribution of random compact sets in Polish spaces (Q2483448)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence in distribution of random compact sets in Polish spaces |
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Convergence in distribution of random compact sets in Polish spaces (English)
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28 April 2008
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Let \(\varphi,\varphi_1,\varphi_2,\dots\) be a sequence of random compact sets on a complete and separable metric space \((S,d)\). We assume that \(P\{\varphi_n\cap B=\emptyset\}\to P\{\varphi\cap B=\emptyset\}\) for all \(B\) in some suitable class \(\mathcal B\) and show that this assumption determines if the sequence \(\{\varphi_n\}\) converges in distribution to \(\varphi\). This is an extension to general Polish spaces of the weak convergence theory for random closed sets on locally compact Polish spaces found in \textit{T. Norberg} [Ann. Probab. 12, 726--732 (1984; Zbl 0545.60021)].
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convergence in distribution
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random compact sets
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Polish spaces
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