Random Probability Measures on Polish Spaces

This monograph provides a thorough, comprehensive investigation of the narrow topology on random probability measures on Polish spaces. As a special feature, the author makes no additional assumptions on the probability space in the background, such as completeness or a countable generated algebra. One of the main results presented is a direct proof of the random analog of the Prohorov theorem, which is obtained without invoking an embedding of the Polish space into a compact space. Random Probability Measures on Polish Spaces is a clear and incisive volume that will prove useful for graduate students and researchers in mathematical analysis and its applications.

List of contents

Notations and Some Technical Results. Random Sets. Random Probability Measures and the Narrow Topology. Prohorov Theory for Random Probability Measures. Further Topologies on Random Measures. Invariant Measures and Some Ergodic theory for Random Dynamical Systems A. The Narrow Topology on Non-Random Measures B. Scattered Results. Bibliography. Index.

About the author

Crauel, Hans

Summary

In this monograph the narrow topology on random probability measures on Polish spaces is investigated in a thorough and comprehensive way. As a special feature, no additional assumptions on the probability space in the background, such as completeness or a countable generated algebra, are made.

Product details

• Authors: Hans Crauel, Crauel Hans
• Publisher: Taylor and Francis
• Languages: English
• Product format: Hardback
• Released: 25.07.2002
• EAN: 9780415273879
• ISBN: 978-0-415-27387-9
• No. of pages: 136
• Weight: 331 g
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Functional Analysis, MATHEMATICS / Probability & Statistics / Bayesian Analysis, Probability & statistics, Calculus & mathematical analysis, Probability and statistics, Calculus and mathematical analysis