Weak convergence using Young measures (Q1279998)
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English | Weak convergence using Young measures |
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Weak convergence using Young measures (English)
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5 July 2000
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Let \((\Omega,{\mathcal A},P)\) be a probability space and \(X\) a Polish space. A Young measure on \(\Omega\times X\) is defined as a positive measure on (\(\Omega\times X\), \({\mathcal A}\otimes{\mathcal B}(X)\)) whose marginal distribution on \(\Omega\) equals \(P\). Young measures can be identified with transition probabilities or scalarly measurable functions from \(\Omega\) to \(M^1_+(X)\), the set of probability measures on \(X\) endowed with the topology \(\sigma(M^1_+(X), C_b(X))\). Convergence properties of sequences of Young measures are obtained by imbedding \(M^1_+(X)\) in a dual Banach space.
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convergence properties
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Young measures
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transition probabilities
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