A sequence of finite signed Borel measures on a metric space converges vaguely to a finite signed Borel measure if the integrals of every continuous function with compact support converge.
In the setting of Weak-Star Compactness and Vague Convergence: Standing Notation, let be a locally compact metric space, let be a sequence in , and let .
Vague convergence. converges vaguely to if the real sequences of integrals converge as follows:
(each is Borel measurable with , so it is integrable with respect to each and to by Properties of the Integral with Respect to a Finite Signed Measure: Linearity, Bounds, Bounded Functions, Linearity in the Measure, Indicators and Finite Measures (iii)).
Loading…
No relations recorded yet.