Tightness criteria for random compact sets of cadlag paths
Fuente:
arXiv
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866915968622526464 |
|---|---|
| author | Freeman, Nic Swart, Jan M. |
| author_facet | Freeman, Nic Swart, Jan M. |
| contents | We give tightness criteria for random variables taking values in the space of all compact sets of cadlag real-valued paths, in terms of both the Skorohod J1 and M1 topologies. This extends earlier work motivated by the study of the Brownian web that was concerned only with continuous paths. In the M1 case, we give a natural extension of our tightness criteria which ensures that non-crossing systems of paths have weak limit points that are also non-crossing. This last result is exemplified through a rescaling of heavy tailed Poisson trees and a more general application to weaves. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_06930 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Tightness criteria for random compact sets of cadlag paths Freeman, Nic Swart, Jan M. Probability Primary: 60B10, Secondary: 60G07 We give tightness criteria for random variables taking values in the space of all compact sets of cadlag real-valued paths, in terms of both the Skorohod J1 and M1 topologies. This extends earlier work motivated by the study of the Brownian web that was concerned only with continuous paths. In the M1 case, we give a natural extension of our tightness criteria which ensures that non-crossing systems of paths have weak limit points that are also non-crossing. This last result is exemplified through a rescaling of heavy tailed Poisson trees and a more general application to weaves. |
| title | Tightness criteria for random compact sets of cadlag paths |
| topic | Probability Primary: 60B10, Secondary: 60G07 |
| url | https://arxiv.org/abs/2501.06930 |