Characteristic functionals of probabilistic measures in DS-groups and related topics

DOI10.1007/S10958-015-2604-1MaRDI QIDQ905399zbMATH OpenOpenAlexFDO

Publication date 19 January 2016

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-015-2604-1

characteristic functional DS-group topological abelian group

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Review text

Let \(X\) be a topological group. Denote by \(X'\) the set of all continuous characters of \(X\), i.e., the set of all continuous homomorphisms from \(X\) to the circle group. A group \(X\) is called DS-group if \(X'\) separates points of \(X\). Some important examples of DS-groups are locally compact abelian groups and some topological linear spaces. The monograph is devoted to some problems of the theory of probability distributions on DS-groups and is based first of all on the author's articles. These are the contents of the book. Chapter 1. Characteristics of measures in DS-groups and DS-spaces. 1.1 DS-groups and DS-spaces; 1.2 Structures of \(\sigma\)-algebras; 1.3 Measures; 1.4 Some cases of random elements and measures; 1.5 Strong and weak orders; 1.6 Covariance operators; 1.7 Appendix. Chapter 2. Characteristic functionals. 2.1 Uniqueness theorem; 2.2 Problem of description of characteristic functionals, admissible topologies; 2.3 Groups with the Sazonov property; 2.4 Topological description of complex and vector measures; 2.3 Some algebraic properties of the class of characteristic functionals; 2.6 Appendix; References.

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