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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

7 votes
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714 views

Convergence of random measure

Suppose that $S$ is a separable metric space or Polish. Let $μ_{n},n∈N $ be a random probability measures and let μ be a deterministic probability measure on $S$. That is to say, that the $ μ_{n}$ are …