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Random Probability Measures on Polish Spaces

Hans Crauel

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Hardback

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English
CRC Press
25 July 2002
"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. One of the main results 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. Further, the narrow topology is examined and other natural topologies on random measures are compared. In addition, it is shown that the topology of convergence in law-which

relates to the ""statistical equilibrium""-and the narrow topology are incompatible. A brief section on random sets on Polish spaces provides the fundamentals of this theory. In a final section, the results are applied to random dynamical systems to obtain existence results for invariant measures on compact random sets, as well as uniformity results in the individual ergodic theorem. This clear and incisive volume is useful for graduate students and researchers in mathematical

analysis and its applications."

By:  
Imprint:   CRC Press
Country of Publication:   United Kingdom
Volume:   v.11
Dimensions:   Height: 234mm,  Width: 156mm,  Spine: 13mm
Weight:   331g
ISBN:   9780415273879
ISBN 10:   0415273870
Pages:   136
Publication Date:  
Audience:   Professional and scholarly ,  Professional and scholarly ,  Professional & Vocational ,  Undergraduate ,  Further / Higher Education
Format:   Hardback
Publisher's Status:   Active
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.

Crauel, Hans

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