Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions
Let denote the space of locally finite measures on Rd and let denote the space of probability measures on . Define the mean measure [pi][nu] of byFor such a measure [nu] with locally finite mean measure [pi][nu], let f be a nonnegative, locally bounded test function satisfying <f,[pi][nu]>=[infinity]. [nu] is said to satisfy the strong law of large numbers with respect to f if <fn,[eta]>/<fn,[pi][nu]> converges almost surely to 1 with respect to [nu] as n-->[infinity], for any increasing sequence {fn} of compactly supported functions which converges to f. [nu] is said to be mixing with respect to two sequences of sets {An} and {Bn} ifconverges to 0 as n-->[infinity] for every pair of functions f,g[set membership, variant]Cb1([0,[infinity])). It is known that certain classes of measure-valued diffusion processes possess a family of invariant distributions. These distributions belong to and have locally finite mean measures. We prove the strong law of large numbers and mixing for many such distributions.
Year of publication: |
2003
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Authors: | Pinsky, Ross G. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 105.2003, 1, p. 117-137
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Publisher: |
Elsevier |
Keywords: | Measure-valued diffusions Invariant distributions Strong law of large numbers Mixing Random measures |
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