PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2023 | 37 (2) | 138--148
Tytuł artykułu

Probability on Submetric Spaces

Autorzy
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
A submetric space is a topological space with continuous metrics, generating a metric topology weaker than the original one (e.g. a separable Hilbert space with the weak topology). We demonstrate that on submetric spaces there exists a theory of convergence in probability, in law etc. equally effective as the Probability Theory on metric spaces. In the theory on submetric spaces the central role is played by a version of the Skorokhod almost sure representation, proved by the author some 25 years ago and in 2010 rediscovered by specialists in stochastic partial differential equations in the form of "stochastic compactness method". (original abstract)
Rocznik
Tom
Strony
138--148
Opis fizyczny
Twórcy
  • Nicolaus Copernicus University in Toruń, Poland
Bibliografia
  • Billingsley P., Convergence of Probability Measures, John Wiley & Sons, New York, 1968.
  • Blackwell D., Dubbins L.E., An extension of Skorohod's almost sure representation theorem, Proc. Amer. Math. Soc. 89 (1983), no. 4, 691-692.
  • Bogachev V.I., Kolesnikov A.V., Open mappings of probability measures and the Skorokhod representation theorem, Teor. Veroyatnost. i Primenen. 46 (2001), no. 1, 3-27. (SIAM translation: Theory Probab. Appl. 46 (2002), no. 1, 20-38.).
  • Breit D., Feireisl E., Hofmanová M., Stochastically Forced Compressible Fluid Flows, De Gruyter, Berlin-Boston, 2018.
  • Brzezniak Z., Ondreját M., Weak solutions to stochastic wave equations with values in Riemannian manifolds, Comm. Partial Differential Equations 36 (2011), no. 9, 1624-1653.
  • Cheridito P., Kiiski M., Prömel D.J., Soner H.M., Martingale optimal transport duality, Math. Ann. 379 (2021), no. 3-4, 1685-1712.
  • Fernique X., Processus linéaires, processus généralisés, Ann. Inst. Fourier (Grenoble) 17 (1967), 1-92.
  • Fernique, Un modèle presque sûr pour la convergence en loi, C. R. Acad. Sci. Paris Sér. I Math. 306 (1988), no. 7, 335-338.
  • Gruenhage G., Generalized metric spaces, in: K. Kunen and J.E. Vaughan (eds.), Handbook of Set-Theoretic Topology, North-Holland, Amsterdam, 1984, pp. 423-501.
  • Jakubowski A., A non-Skorohod topology on the Skorohod space, Electron. J. Probab. 2 (1997), no. 4, 21 pp.
  • Jakubowski A., The almost sure Skorokhod representation for subsequences in nonmetric spaces, Teor. Veroyatnost. i Primenen. 42 (1997), no. 1, 209-216. (SIAM translation: Theory Probab. Appl. 42 (1998), no. 1, 167-174.).
  • Jakubowski A., From convergence of functions to convergence of stochastic processes. On Skorokhod's sequential approach to convergence in distribution, in: V.S. Korolyuk, N.I. Portenko, and H.M. Syta (eds.), Skorokhod's Ideas in Probability Theory, Institute of Mathematics, National Academy of Sciences of Ukraine, Kyiv, 2000, pp. 179-194.
  • Jakubowski A., New characterizations of the S topology on the Skorokhod space, Electron. Commun. Probab. 23 (2018), no. 2, 16 pp.
  • Jakubowski A., Convergence in law in metric and submetric spaces, in preparation.
  • Kisynski J., Convergence du type L, Colloq. Math. 7 (1959), 205-211.
  • Le Cam L., Convergence in distribution of stochastic processes, Univ. California Publ. Statist. 2 (1957), 207-236.
  • Ondreját M., Stochastic nonlinear wave equations in local Sobolev spaces, Electron. J. Probab. 15 (2010), no. 33, 1041-1091.
  • Parthasarathy K.R., Probability Measures on Metric Spaces, Academic Press, New York, 1967.
  • Prohorov Yu.V., Convergence of random processes and limit theorems in probability theory, Teor. Veroyatnost. i Primenen. 1 (1956), 177-238. (SIAM translation: Theory Probab. Appl. 1 (1956), no. 2, 157-214.).
  • Skorokhod A.V., Limit theorems for stochastic processes, Teor. Veroyatnost. i Primenen. 1 (1956), 289-319. (SIAM translation: Theory Probab. Appl. 1 (1956), no. 3, 261-290.)
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171672326

Zgłoszenie zostało wysłane

Zgłoszenie zostało wysłane

Musisz być zalogowany aby pisać komentarze.
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.