Klesov, Oleg I.; Molchanov, I.
(2019).
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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

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: |
18 Dec 2018 15:15 |

## Publisher DOI: |
10.1007/978-3-319-96755-4_18 |

## URI: |
https://boris.unibe.ch/id/eprint/122654 |