Weak Convergence of Measures (Mathematical Surveys and Monographs) (Mathematical Surveys and Monographs, 234) - Hardcover

Vladimir I. Bogachev

Hardcover

ISBN 10: 147044738X ISBN 13: 9781470447380

Publisher: American Mathematical Society, 2018

Synopsis

This book provides a thorough exposition of the main concepts and results related to various types of convergence of measures arising in measure theory, probability theory, functional analysis, partial differential equations, mathematical physics, and other theoretical and applied fields. Particular attention is given to weak convergence of measures. The principal material is oriented toward a broad circle of readers dealing with convergence in distribution of random variables and weak convergence of measures. The book contains the necessary background from measure theory and functional analysis. Large complementary sections aimed at researchers present the most important recent achievements. More than 100 exercises (ranging from easy introductory exercises to rather difficult problems for experienced readers) are given with hints, solutions, or references. Historic and bibliographic comments are included. The target readership includes mathematicians and physicists whose research is related to probability theory, mathematical statistics, functional analysis, and mathematical physics.

About this title

About the Author:

Vladimir I. Bogachev: Lomonosov Moscow State University, Moscow, Russia and National Research University Higher School of Economics, Moscow, Russia

About this edition

• Publisher: American Mathematical Society
• Publication date: 2018
• ISBN 10: 147044738X
• ISBN 13: 9781470447380
• Binding: Hardcover
• Number of pages: 286