Uniform strong law of large numbers for random signed measures

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

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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)

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

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