Acta Mathematica Vietnamica

Acta Mathematica Vietnamica

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CHARACTERISTIC FUNCTION FOR RANDOM SETS AND CONVERGENCE OF SUMS OF INDEPENDENT RANDOM SETS

MARC LAVIE

pp. 87-99

Abstract

The purpose of this paper is to present a notion of characte- ristic function for a random set. Some basic properties of this characteristic function are given. Then, we extend classical results on the convergence of independent random variables to the case of independent random sets taking closed and bounded convex values.