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Theory of Probability and Mathematical Statistics

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Convergence in distribution for randomly stopped random fields


Author: D. Silvestrov
Journal: Theor. Probability and Math. Statist. 105 (2021), 137-149
MSC (2020): Primary 60G60; Secondary 60F05, 60F99, 60G40
DOI: https://doi.org/10.1090/tpms/1160
Published electronically: December 7, 2021
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Abstract: Let $\mathbb {X}$ and $\mathbb {Y}$ be two complete, separable, metric spaces, $\xi _\varepsilon (x), x \in \mathbb {X}$ and $\nu _\varepsilon$ be, for every $\varepsilon \in [0, 1]$, respectively, a random field taking values in space $\mathbb {Y}$ and a random variable taking values in space $\mathbb {X}$. We present general conditions for convergence in distribution for random variables $\xi _\varepsilon (\nu _\varepsilon )$ that is the conditions insuring holding of relation, $\xi _\varepsilon (\nu _\varepsilon ) \stackrel {\mathsf {d}}{\longrightarrow } \xi _0(\nu _0)$ as $\varepsilon \to 0$.


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References
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Additional Information

D. Silvestrov
Affiliation: Department of Mathematics, Stockholm University, 106 81 Stockholm, Sweden
Email: silvestrov@math.su.se

Keywords: Random field, random stopping, convergence in distribution
Received by editor(s): July 10, 2021
Published electronically: December 7, 2021
Article copyright: © Copyright 2021 Taras Shevchenko National University of Kyiv