Young Measures on Topological Spaces : With Applications in Control Theory and Probability Theory

Language: English

Published by Springer, 2010

9048165520 / 9789048165520

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Druck auf Anfrage Neuware - Printed after ordering - Classicalexamples of moreand more oscillatingreal valued functions on a domain N of R are the functions u (x)=sin(nx)with x=(x .,x ) or the so-called n 1 1 n n+1 Rademacherfunctionson]0,1[,u (x)=r (x) = sgn(sin(2 x))(seelater3.1.4). n n They may appear as the gradients v of minimizing sequences (v ) in some n n n N variationalproblems. Intheseexamples,thefunctionu convergesinsomesenseto n ameasure µ on ×R, called Young measure. In Functional Analysis formulation, this is the narrow convergence to µ of the image of the Lebesgue measure on by ( ,u ( )). In the disintegrated form (µ ) ,the parametrized measure µ n captures the possible scattering of the u around . n Curiously if (X ) is a sequence of random variables deriving from indep- n n N dent ones, the n-th one may appear more and more far from the k rst ones as 2 if it was oscillating (think of orthonormal vectors in L which converge weakly to 0). More precisely when the laws L(X ) narrowly converge to some probability n measure , it often happens that for any k and any A in the algebra generated by X .,X , the conditional law L(X A) still converges to (see Chapter 9) 1 k n which means 1 C (R) (X ( ))dP( ) d b n P(A) A R or equivalently, denoting the image of P by ( ,X ( )), n X n (1l )d (1l )d[P ].

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Title
Young Measures on Topological Spaces : With Applications in Control Theory and Probability Theory
Author
Charles Castaing
Publisher
Springer
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
9048165520
ISBN 13
9789048165520
Item weight
511 grams
Dimensions
235x155x19 mm

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