Random Probability Measures on Polish Spaces |
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| Author:
| Crauel, Hans |
| ISBN: | 978-0-203-21911-9 |
| Publication Date: | Jul 2002 |
| Publisher: | CRC Press LLC
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| Book Format: | Digital (delivered electronically) |
| List Price: | USD $74.95 |
Book Description:
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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....
More DescriptionThis 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.