Convergence in distribution of random compact sets in Polish spaces
Let [phi],[phi]1,[phi]2,... be a sequence of random compact sets on a complete and separable metric space (S,d). We assume that P{[phi]n[intersection]B=[empty set]}-->P{[phi][intersection]B=[empty set]} for all B in some suitable class and show that this assumption determines if the sequence {[phi]n} converges in distribution to [phi]. This is an extension to general Polish spaces of the weak convergence theory for random closed sets on locally compact Polish spaces found in Norberg [1984. Convergence and existence of random set distributions. Ann. Probab. 12, 726-732.]
Year of publication: |
2008
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Authors: | Elalaoui-Talibi, Hussain ; Peterson, Lisa D. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 6, p. 736-738
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Publisher: |
Elsevier |
Keywords: | Convergence in distribution Random compact sets Polish spaces |
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