In this paper we consider the properties of a family of probability (continuous and singular) measures, which will be called Binomial measures because of their relationship with the binomial model in probability. These measures arise in many applications with different notations. Many properties in common with Lebesgue measure hold true for this family, sometimes unexpectedly.

Binomial Measures and their Approximations

CALABRO', Francesco;CORBO ESPOSITO, Antonio;
2012

Abstract

In this paper we consider the properties of a family of probability (continuous and singular) measures, which will be called Binomial measures because of their relationship with the binomial model in probability. These measures arise in many applications with different notations. Many properties in common with Lebesgue measure hold true for this family, sometimes unexpectedly.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11580/20861
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