All Questions
11 questions
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Reference request: "doubly empirical" measure associated to a random measure
I am considering the following type of situation. Suppose we have a random probability measure, by which I mean a probability measure on a space of probability measures atop some Polish space $X$. In ...
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133
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Can convergence in distribution necessarily be realised by almost-sure convergence?
Let $X$ be a Polish space. Let $(\mu_n)_{n \in \mathbb{N} \cup \{\infty\}}$ be a family of Borel probability measures $\mu_n$ on $X$ such that $\mu_n \to \mu_\infty$ weakly as $n \to \infty$. For each ...
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Markov process with time varying transition kernels
I cross post this question from StackExchange as it may be more appropriate.
I am interested in studying the evolution of a variable $\alpha_t\in [0,1]$ governed by the following stochastic dynamical ...
1
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Asymptotic behavior of a Markov process on the set of $\{0,1\}$-polynomials
This question is cross-posted from https://math.stackexchange.com/questions/4711799/asymptotic-behavior-of-a-markov-process-on-the-set-of-0-1-polynomials
I am trying to study the asymptotic behavior ...
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Characterization of Poisson random measure in terms of Laplace transform
Let $(E,\mathcal E)$ be a measurable space and $\mu$ be a measure on $(E,\mathcal E)$.
A random measure $\pi$ on $(E,\mathcal E)$ is called Poisson with intensity $\mu$ if
$\pi(B)\sim\operatorname{...
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“Chapman-Kolmogorov”-convolution vs. smoothness
Let $K:\mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ be a so-called "integral-kernel": we certainly require $K(x,.)$ and $K(.,y)$ to be Lebesgue measurable for almost all $x,y \in \mathbb{R}^n$. An ...
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Law of large numbers for random Dirac measures
Suppose $\{X_1,...X_n\}:\Omega \to \mathbb{R}^p$ be i.i.d. random vectors with common probability law/measure $p$, i.e. $Prob(X_i^{-1}(E))=p(E) \forall E \subset \mathbb{R}^p $ Borel measurable.
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Does the law of a Feller process depend continuously on the initial condition?
Let $E$ be a locally compact and separable metric space, and suppose $X$ is a Feller process with transition function $P_t$. To be precise, let $C_0$ denote the space of continuous functions vanishing ...
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References about distances between singular probability measures
I would be interested in references on the topic of distances between probability measures that are singular with one another and not reduced to trivial ones. For example from here we know that total ...
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417
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Defining density of a random function using Radon-Nikodym Theorem
Let $(\Omega,\mathbb{F},P)$ be a probability space and $E$ be an infinite dimensional Banach space and $\mathbb{B}$ be the $\sigma$-algebra of Borel subset of $E$.
Let $X$ be random function defined ...
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Coupling of non-probability/sub-probability measures
A coupling of two probability measures $P,\tilde P$ on a Borel space $X$ is any probability measure on $X^2$ whose one-dimensional marginals are $P$ and $\tilde P$. In particular, for any such ...
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