Title of article
Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions
Author/Authors
Pinsky، نويسنده , , Ross G.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
21
From page
117
To page
137
Abstract
Let M(Rd) denote the space of locally finite measures on Rd and let M1(M(Rd)) denote the space of probability measures on M(Rd). Define the mean measure πν of ν∈M1(M(Rd)) byπν(B)=∫M(Rd) η(B) dν(η), for B⊂Rd.For such a measure ν with locally finite mean measure πν, let f be a nonnegative, locally bounded test function satisfying 〈f,πν〉=∞. ν is said to satisfy the strong law of large numbers with respect to f if 〈fn,η〉/〈fn,πν〉 converges almost surely to 1 with respect to ν as n→∞, for any increasing sequence {fn} of compactly supported functions which converges to f. ν is said to be mixing with respect to two sequences of sets {An} and {Bn} if∫M(Rd) f(η(An))g(η(Bn)) dν(η)−∫M(Rd) f(η(An)) dν(η)∫M(Rd) g(η(Bn)) dν(η)converges to 0 as n→∞ for every pair of functions f,g∈Cb1([0,∞)). It is known that certain classes of measure-valued diffusion processes possess a family of invariant distributions. These distributions belong to M1(M(Rd)) and have locally finite mean measures. We prove the strong law of large numbers and mixing for many such distributions.
Keywords
Measure-valued diffusions , invariant distributions , strong law of large numbers , Mixing , random measures
Journal title
Stochastic Processes and their Applications
Serial Year
2003
Journal title
Stochastic Processes and their Applications
Record number
1577221
Link To Document