On a Laplace transform based metric for probabilities on a Hilbert space

Authors
Citation
S. Majumdar, On a Laplace transform based metric for probabilities on a Hilbert space, J THEOR PR, 12(1), 1999, pp. 1-11
Citations number
15
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
12
Issue
1
Year of publication
1999
Pages
1 - 11
Database
ISI
SICI code
0894-9840(199901)12:1<1:OALTBM>2.0.ZU;2-U
Abstract
Let D be a closed subset of a real separable Hilbert space H. Let;M(D) deno te the set of all Borel probability measures on D and L(D) thr set of all p robabilities with integrable Laplace transform. A metric d, based on the La place transform, is defined on L(D). Topological properties, viz., separabi lity, connectedness, completeness, compactness and local compactness. of (L (D), ci) are investigated, and the d-topology is compared with the topology of weak convergence.