On the convergence of vector random measures

Summary The aim of this paper is to study Banach space-valued symmetric independently scattered random measures with emphasis on their convergence properties. The Vitali-Hahn-Saks Theorem, the Skorokhod theorem about the relations between the convergence a.e. and the convergence in law of random variables, and the central limit theorem for Banach valued random variables due to Hoffmann-Jorgensen, Pisier are extended to such measures.