Vague and weak convergence of signed measures

Abstract

Necessary and sufficient conditions for weak and vague convergence of measures are important for a diverse host of applications. This paper aims to give a comprehensive description of the relationship between the two modes of convergence when the measures are signed, which is largely absent from the literature. Furthermore, when the underlying space is $\mathbb{R}$, we study the relationship between vague convergence of signed measures and the pointwise convergence of their distribution functions.