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" Weak convergence of measures / "
Vladimir I. Bogachev.
Document Type
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BL
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Record Number
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850316
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Main Entry
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Bogachev, V. I., (Vladimir Igorevich),1961-
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Title & Author
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Weak convergence of measures /\ Vladimir I. Bogachev.
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Publication Statement
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Providence, Rhode Island :: American Mathematical Society,, [2018]
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, ©2018
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Series Statement
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Mathematical surveys and monographs ;; volume 234
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Page. NO
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xii, 286 pages ;; 27 cm
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ISBN
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147044738X
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: 9781470447380
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Bibliographies/Indexes
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Includes bibliographical references (pages 253-282) and index.
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Contents
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Weak convergence of measures on Rd -- Convergence of measures on metric spaces -- Metrics on spaces of measures -- Convergence of measures on topological spaces -- Spaces of measures with the weak topology.
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Abstract
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This book provides a thorough exposition of the main concepts and results related to various types of convergence of measures arising in measure theory, probability theory, functional analysis, partial differential equations, mathematical physics, and other theoretical and applied fields. Particular attention is given to weak convergence of measures. The principal material is oriented toward a broad circle of readers dealing with convergence in distribution of random variables and weak convergence of measures. The book contains the necessary background from measure theory and functional analysis. Large complementary sections aimed at researchers present the most important recent achievements. More than 100 exercises (ranging from easy introductory exercises to rather difficult problems for experienced readers) are given with hints, solutions, or references. Historic and bibliographic comments are included.
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Subject
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Convergence.
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Subject
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Measure theory.
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Subject
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Probabilities.
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Subject
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Convergence.
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Subject
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Measure theory.
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Subject
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Probabilities.
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Dewey Classification
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519.2/3
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LC Classification
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QA273.43.B64 2018
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