Regular Variation for Measures on Metric Spaces
Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 121
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The foundations of regular variation for Borel measures
on a complete separable space $\mathbf S$, that is closed under multiplication
by nonnegative real numbers, is reviewed.
For such measures an appropriate notion of convergence is presented and
the basic results such as a Portmanteau theorem, a mapping theorem and
a characterization of relative compactness are derived.
Regular variation is defined in this general setting and several
statements that are equivalent to this definition are presented.
This extends the notion of regular variation for Borel measures on
the Euclidean space $\mathbf R^d$ to more general metric spaces.
Some examples, including regular variation for Borel measures on $\mathbf R^d$,
the space of continuous functions $\mathbf C$ and the Skorohod space $\mathbf D$,
are provided.
@article{10_2298_PIM0694121H,
author = {Henrik Hult and Filip Lindskog},
title = {Regular {Variation} for {Measures} on {Metric} {Spaces}},
journal = {Publications de l'Institut Math\'ematique},
pages = {121 },
year = {2006},
volume = {_N_S_80},
number = {94},
doi = {10.2298/PIM0694121H},
zbl = {1164.28005},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/PIM0694121H/}
}
TY - JOUR AU - Henrik Hult AU - Filip Lindskog TI - Regular Variation for Measures on Metric Spaces JO - Publications de l'Institut Mathématique PY - 2006 SP - 121 VL - _N_S_80 IS - 94 UR - http://geodesic.mathdoc.fr/articles/10.2298/PIM0694121H/ DO - 10.2298/PIM0694121H LA - en ID - 10_2298_PIM0694121H ER -
Henrik Hult; Filip Lindskog. Regular Variation for Measures on Metric Spaces. Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 121 . doi: 10.2298/PIM0694121H
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