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Uniform Convergence of Probability Measures: Topological Criteria

Author

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  • Lucchetti, R.
  • Salinetti, G.
  • Wets, R. J. B.

Abstract

Uniform convergence of probability measures is analyzed by topologizing the space of events. A new characterization of narrow (weak) convergence of probability measures on Polish space is also obtained.

Suggested Citation

  • Lucchetti, R. & Salinetti, G. & Wets, R. J. B., 1994. "Uniform Convergence of Probability Measures: Topological Criteria," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 252-264, November.
    • Handle: RePEc:eee:jmvana:v:51:y:1994:i:2:p:252-264
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    Cited by:

    1. G.C. Pflug & A. Ruszczynski & R. Schultz, 1996. "On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions," Working Papers wp96020, International Institute for Applied Systems Analysis.
    2. Stanca Lorenzo, 2023. "Robust Bayesian Choice," Working papers 079, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
    3. Lorenzo Stanca, 2023. "Robust Bayesian Choice," Carlo Alberto Notebooks 690 JEL Classification: C, Collegio Carlo Alberto.

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