Random Measures on Metric Spaces

Autor:	Zenghu Li
Rok vydání:	2022
Předmět:	Random measure Pure mathematics Metric space Laplace transform Injective metric space Metric (mathematics) Topology Borel measure Fisher information metric Convex metric space Mathematics
Zdroj:	Probability Theory and Stochastic Modelling ISBN: 9783662669099 Probability and Its Applications ISBN: 9783642150036
DOI:	10.1007/978-3-662-66910-5_1
Popis:	In this chapter, we discuss the basic properties of Laplace functionals of random measures, which provide an important tool in the study of measure-valued processes. In particular, we give some characterizations of the convergence of random measures in terms of their Laplace functionals. Based on these results, a general representation for the distributions of infinitely divisible random measures is established. We also give some characterizations of continuous functions on the positive half line with Levy–Khintchine type representations.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f89162a1bbb0316306ed8d612c825db https://doi.org/10.1007/978-3-662-66910-5_1 Zobrazit plný text záznamu