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Probability measures on metric spaces

In this book, the author gives a cohesive account of the theory of probability measures on complete metric spaces (which is viewed as an alternative approach to the general theory of stochastic processes). After a general description of the basics of topology on the set of measures, the author discu...

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Detalles Bibliográficos
Autor principal: Parthasarathy, K R
Lenguaje:eng
Publicado: American Mathematical Society 2005
Materias:
Acceso en línea:http://cds.cern.ch/record/2264125
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author Parthasarathy, K R
author_facet Parthasarathy, K R
author_sort Parthasarathy, K R
collection CERN
description In this book, the author gives a cohesive account of the theory of probability measures on complete metric spaces (which is viewed as an alternative approach to the general theory of stochastic processes). After a general description of the basics of topology on the set of measures, the author discusses regularity, tightness, and perfectness of measures, properties of sampling distributions, and metrizability and compactness theorems. Next, he describes arithmetic properties of probability measures on metric groups and locally compact abelian groups. Covered in detail are notions such as decom
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2005
publisher American Mathematical Society
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spelling cern-22641252021-04-21T19:13:42Zhttp://cds.cern.ch/record/2264125engParthasarathy, K RProbability measures on metric spacesMathematical Physics and MathematicsIn this book, the author gives a cohesive account of the theory of probability measures on complete metric spaces (which is viewed as an alternative approach to the general theory of stochastic processes). After a general description of the basics of topology on the set of measures, the author discusses regularity, tightness, and perfectness of measures, properties of sampling distributions, and metrizability and compactness theorems. Next, he describes arithmetic properties of probability measures on metric groups and locally compact abelian groups. Covered in detail are notions such as decomAmerican Mathematical Societyoai:cds.cern.ch:22641252005
spellingShingle Mathematical Physics and Mathematics
Parthasarathy, K R
Probability measures on metric spaces
title Probability measures on metric spaces
title_full Probability measures on metric spaces
title_fullStr Probability measures on metric spaces
title_full_unstemmed Probability measures on metric spaces
title_short Probability measures on metric spaces
title_sort probability measures on metric spaces
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2264125
work_keys_str_mv AT parthasarathykr probabilitymeasuresonmetricspaces