Glivenko-Cantelli Theorems for integrated functionals of stochastic processes

We prove a Glivenko-Cantelli theorem for integrated functionals of latent continuous-time stochastic processes. Based on a bracketing condition via random brackets, the theorem establishes the uniform convergence of a sequence of empirical occupation measures towards the occupation measure induced b...

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Bibliographic Details
Main Authors: LI, Jia, ZHANG, Congshan, LIU, Yunxiao
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
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Online Access:https://ink.library.smu.edu.sg/soe_research/2535
https://ink.library.smu.edu.sg/context/soe_research/article/3534/viewcontent/gc_aos.pdf
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Institution: Singapore Management University
Language: English