Topics in weak convergence of probability measures

  title={Topics in weak convergence of probability measures},
  author={Milan Merkle},
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


Publications referenced by this paper.
Showing 1-10 of 32 references

A Remark on Characteristic Functionals

  • V. Sazonov
  • Theory of Probability and Appl.,
  • 2000
Highly Influential
2 Excerpts

Probability theory, an analytic view

  • D. Stroock
  • 1993
Highly Influential
4 Excerpts

Convergence of probability measures

  • P. Billingsley
  • 1968
Highly Influential
5 Excerpts

Contibutions to Real-Analysis

  • Gerald A. Edgar, John Hagood, David Ross, Eric Schechter, Gord Sinnamon
  • 1998
1 Excerpt

Towards a Linear Limes, unpublished manuscript

  • M. Merkle
  • 1997
1 Excerpt

Multi-Hilbertian Spaces and Their Duals, Techn. Report No 291, Center for Stochastic Processes, Department of Statistics, University of North Carolina

  • M. Merkle
  • 1990
1 Excerpt

On Weak Convergence of Measures on Hilbert Spaces

  • M. Merkle
  • J. Multivariate Analysis,
  • 1989
1 Excerpt

General Topology”, second edition, PWN

  • R. Engelking
  • Warszaw,
  • 1985

Functional analysis, course notes (1983-1984)

  • S. Axler
  • Michigan State University,
  • 1984
1 Excerpt

Harmonic Analysis on Semigroups

  • C. Berg, J. Christensen, P. Ressel
  • 1984
1 Excerpt

Similar Papers

Loading similar papers…