Advanced Search
MyIDEAS: Login

Convergence in Law of Measurable Processes with Applications to the Prediction Process

Contents:

Author Info

  • Hideatsu Tsukahara
Registered author(s):

    Abstract

    We study convergence in law of measurable processes with a general state space and a parameter set. The space of measurable functions are first investigated and we examine properties of probability measure on the space. A necessary and sufficient condition for convergence in law of measurable processes is obtained. These general results are applied to the prediction process, and we show that convergence of the prediction processes implies that of given processes. We also find a simple condition for convergence of the prediction processes when given processes are Markovian.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/97/f33/contents.htm
    Download Restriction: no

    Bibliographic Info

    Paper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE F-Series with number 97-F-33.

    as in new window
    Length: 45 pages
    Date of creation: Oct 1997
    Date of revision:
    Handle: RePEc:tky:fseres:97f33

    Contact details of provider:
    Postal: Hongo 7-3-1, Bunkyo-ku, Tokyo 113-0033
    Phone: +81-3-5841-5644
    Fax: +81-3-5841-8294
    Email:
    Web page: http://www.cirje.e.u-tokyo.ac.jp/index.html
    More information through EDIRC

    Related research

    Keywords:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:tky:fseres:97f33. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CIRJE administrative office).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.