Convergence in distribution of nonmeasurable random elements.

DOI10.1214/aop/1078415839zbMath1049.60004OpenAlexW2015721545MaRDI QIDQ1879857

Patrizia Berti, Pietro Rigo

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1078415839

zbMATH Keywords

empirical processesconvergence in distributionexchangeabilitymeasurability

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Axioms; other general questions in probability (60A05)

Related Items (9)

Limit theorems for a class of identically distributed random variables. ⋮ Convergence in measure under finite additivity ⋮ Finitely additive mixtures of probability measures ⋮ Unnamed Item ⋮ Finitely additive supermartingales ⋮ Asymptotic behaviour of the empirical process for exchangeable data ⋮ A Skorohod representation theorem for uniform distance ⋮ Finitely additive equivalent martingale measures ⋮ Price uniqueness and fundamental theorem of asset pricing with finitely additive probabilities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A finitely additive white noise approach to nonlinear filtering
• A general principle for limit theorems in finitely additive probability: The dependent case
• De Finetti's coherence and statistical inference
• Finitely additive conditional probabilities, conglomerability and disintegrations
• On finitely additive priors, coherence, and extended admissibility
• Coherent inference from improper priors and from finitely additive priors
• Sufficient conditions for the existence of disintegrations
• Coherent inferences and improper priors
• On the existence of inferences which are consistent with a given model
• Limit theorems for a class of identically distributed random variables.
• Weak convergence and empirical processes. With applications to statistics
• Measures on non-separable metric spaces
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• Uniform Central Limit Theorems
• A General Principle for Limit Theorems in Finitely Additive Probability
• Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
• Finitely additive measures and the first digit problem
• Convergence of stochastic processes

This page was built for publication: Convergence in distribution of nonmeasurable random elements.