A simple characterization of tightness for convex solid sets of positive random variables

DOI10.1007/S11117-018-0556-7zbMath1408.60004arXiv1704.00257OpenAlexW2724438806MaRDI QIDQ1791092

Mario Šikić, Cosimo Munari, Pablo Koch-Medina

Publication date: 4 October 2018

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.00257

zbMATH Keywords

convexityrandom variablestightnesssolidityradial boundedness

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Applications of functional analysis in probability theory and statistics (46N30)

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• Forward-convex convergence in probability of sequences of nonnegative random variables
• Stochastic finance. An introduction in discrete time

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