On a Laplace Transform Based Metric for Probabilities on a Hilbert Space

被引：0

作者：

Suman Majumdar

机构：

[1] University of Connecticut,

来源：

Journal of Theoretical Probability | 1999年 / 12卷

关键词：

Characteristic function; convolution; Laplace transform; weak convergence;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Let D be a closed subset of a real separable Hilbert space H. Let ℳ(D) denote the set of all Borel probability measures on D and ℒ(D) the set of all probabilities with integrable Laplace transform. A metric d, based on the Laplace transform, is defined on ℒ(D). Topological properties, viz., separability, connectedness, completeness, compactness and local compactness, of ℒ(D, d are investigated, and the d-topology is compared with the topology of weak convergence.

引用

页码：1 / 11

页数：10