Weak Convergence of Measures provides information pertinent to the
fundamental aspects of weak convergence in probability theory. This
book covers a variety of topics, including random variables, Hilbert
spaces, Gaussian transforms, probability spaces, and random variables.
Organized into six chapters, this book begins with an overview of
elementary fundamental notions, including sets, different classes of
sets, different topological spaces, and different classes of functions
and measures. This text then provides the connection between
functionals and measures by providing a detailed introduction of the
abstract integral as a bounded, linear functional. Other chapters
consider weak convergence of sequences of measures, such as
convergence of sequences of bounded, linear functionals. This book
discusses as well the weak convergence in the C- and D-spaces, which
is reduced to limit problems. The final chapter deals with weak
convergence in separable Hilbert spaces. This book is a valuable
resource for mathematicians.
Les mer
Probability and Mathematical Statistics: A Series of Monographs and Textbooks
Produktdetaljer
ISBN
9781483191454
Publisert
2016
Utgiver
Vendor
Academic Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter