Topics in weak convergence of probability measures

@inproceedings{Merkle2009TopicsIW,
  title={Topics in weak convergence of probability measures},
  author={Milan Merkle},
  year={2009}
}
The first part of the paper deals with general features of weak star convergence from a topological point of view. We present basic facts about weak and weak star topologies, dual spaces and representations of linear functionals as Radon measures. A special attention is payed to finitely additive measures and some results regarding the Baire sets. We prove that in a wide class of topological spaces (e.g. in non-compact metric spaces), the set of probability measures is not closed under weak… CONTINUE READING

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