Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions
نویسندگان
چکیده
منابع مشابه
Strong Law of Large Numbers and Mixing for the Invariant Distributions of Measure-valued Diffusions
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)) by πν(B) = ∫ M(Rd) η(B)dν(η), for B ⊂ R. 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 n...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2003
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(02)00253-3