Klesov, Oleg I.; Molchanov, I. (2019). Uniform strong law of large numbers for random signed measures. In: Modern Mathematics and Mechanics: Fundamentals, Problems and Challenges. Understanding Complex Systems (pp. 335-350). Springer 10.1007/978-3-319-96755-4_18
Full text not available from this repository.We prove a strong law of large numbers for random signed measures on Euclidean space that holds uniformly over a family of arguments (sets) scaled by diagonal matrices. Applications to random measures generated by sums of random variables, marked point processes and stochastic integrals are also presented.
Item Type: |
Book Section (Book Chapter) |
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Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Molchanov, Ilya |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1860-0832 |
ISBN: |
978-3-319-96754-7 |
Series: |
Understanding Complex Systems |
Publisher: |
Springer |
Language: |
English |
Submitter: |
Ilya Molchanov |
Date Deposited: |
18 Dec 2018 15:15 |
Last Modified: |
05 Dec 2022 15:23 |
Publisher DOI: |
10.1007/978-3-319-96755-4_18 |
URI: |
https://boris.unibe.ch/id/eprint/122654 |