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arXiv · 2205.13207

Vague and weak convergence of signed measures

Martin Herdegen·Gechun Liang·Osian Shelley
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Abstract

Necessary and sufficient conditions for weak and vague convergence of measures are important for a diverse host of applications. This paper aims to give a comprehensive description of the relationship between the two modes of convergence when the measures are signed, which is largely absent from the literature. Furthermore, when the underlying space is $\mathbb{R}$, we study the relationship between vague convergence of signed measures and the pointwise convergence of their distribution functions.

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Martin Herdegen, Gechun Liang, Osian Shelley. 2022-08-02. Vague and weak convergence of signed measures. https://arxiv.org/abs/2205.13207

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