Random Probability Measures on Polish Spaces


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In this monograph the narrow topology on random probability measures on Polish spaces is investigated in a thorough and comprehensive way. As a special feature, no additional assumptions on the probability space in the background, such as completeness or a countable generated algebra, are made. One of the main results 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. Further, the narrow topology is examined and other ...

Random Probability Measures on Polish Spaces 2002, CRC Press, London, England

ISBN-13: 9780415273879