A Nonstandard Characterization of Weak Convergence

DOI10.2307/2042621MaRDI QIDQ4175562zbMATH OpenOpenAlexFDO

Authors Robert M. Anderson, S. Rashid

Publication date 1978

Full work available at URL https://doi.org/10.2307/2042621

zbMATH Keywords

additive measures on a tychonoff spacecompact families of measuresinvariance principleslimit measurenonstandard analysispolysaturated nonstandard extensionpotential theoryweak convergence

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Nonstandard analysis (26E35) Spaces of measures, convergence of measures (28A33) Nonstandard topology (54J05) Probability measures on topological spaces (60B05) Convergence of probability measures (60B10)

Cites work

• A non-standard representation for Brownian motion and Ito integration
• Applications of nonstandard analysis to ideal boundaries in potential theory
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• scientific article; zbMATH DE number 3426516 (Why is no real title available?)
• scientific article; zbMATH DE number 3525429 (Why is no real title available?)
• Star-Finite Representations of Measure Spaces

Cited in

(23)

• On the theory of vector valued Loeb measures and integration
• Nonstandard integration theory in topological vector lattices
• Nash equilibrium and generalized integration for infinite normal form games
• Representing measures in potential theory and an ideal boundary
• Modeling large societies: why countable additivity is necessary
• Near equivalence on metric spaces and a nonstandard central limit theorem
• Universal Loeb-Measurability of Sets and of the Standard Part Map with Applications
• A Space-Time Property of a Class of Measure-Valued Branching Diffusions
• Weak invariance principles for local time
• Star-Finite Representations of Measure Spaces
• A Generalization of the Riesz-Herglotz Theorem on Representing Measures
• Weak Limits of Measures and the Standard Part Map
• From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing
• Finitely-additive, countably-additive and internal probability measures.
• Loeb extension and Loeb equivalence
• Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
• Global existence and validity for the BBGKY hierarchy
• Super-Brownian motion: Path properties and hitting probabilities
• Loeb extension and Loeb equivalence II
• Direct hyperfinite representations of finitely additive probabilities
• On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces
• Nonstandard representation of the Dirichlet form and application to the comparison theorem
• Existence of time evolutions of non-equilibrium states in statistical mechanics

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