Publisher description for Random probability measures on Polish spaces / Hans Crauel.


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This monograph provides a thorough, comprehensive investigation of the narrow topology on random probability measures on Polish spaces. As a special feature, the author makes no additional assumptions on the probability space in the background, such as completeness or a countable generated algebra. One of the main results presented is a direct proof of the random analog of the Prohorov theorem, which is obtained without invoking an embedding of the Polish space into a compact space. Random Probability Measures on Polish Spaces is a clear and incisive volume that will prove useful for graduate students and researchers in mathematical analysis and its applications.




Library of Congress subject headings for this publication:
Polish spaces (Mathematics)
Random sets.
Stochastic processes.