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Prokhorov's Theorem
In measure theory Prokhorov's theorem relates tightness of measures to relative compactness (and hence weak convergence) in the space of probability measures. It is credited to the Soviet mathematician Yuri Vasilyevich Prokhorov, who considered probability measures on complete separable metric spaces. The term "Prokhorov’s theorem" is also applied to later generalizations to either the direct or the inverse statements. Statement Let (S, \rho) be a separable metric space. Let \mathcal(S) denote the collection of all probability measures defined on S (with its Borel σ-algebra). Theorem. # A collection K\subset \mathcal(S) of probability measures is tight if and only if the closure of K is sequentially compact in the space \mathcal(S) equipped with the topology of weak convergence. # The space \mathcal(S) with the topology of weak convergence is metrizable. # Suppose that in addition, (S,\rho) is a complete metric space (so that (S,\rho) is a Polish space). There ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Measure Theory
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures (length, area, volume) and other common notions, such as magnitude (mathematics), magnitude, mass, and probability of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in probability theory, integral, integration theory, and can be generalized to assume signed measure, negative values, as with electrical charge. Far-reaching generalizations (such as spectral measures and projection-valued measures) of measure are widely used in quantum physics and physics in general. The intuition behind this concept dates back to Ancient Greece, when Archimedes tried to calculate the area of a circle. But it was not until the late 19th and early 20th centuries that measure theory became a branch of mathematics. The foundations of modern measure theory were laid in the works of Émile B ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Polish Space
In the mathematical discipline of general topology, a Polish space is a separable space, separable Completely metrizable space, completely metrizable topological space; that is, a space homeomorphic to a Complete space, complete metric space that has a countable Dense set, dense subset. Polish spaces are so named because they were first extensively studied by Polish topologists and logicians—Sierpiński, Kuratowski, Alfred Tarski, Tarski and others. However, Polish spaces are mostly studied today because they are the primary setting for descriptive set theory, including the study of Borel equivalence relations. Polish spaces are also a convenient setting for more advanced measure theory, in particular in probability theory. Common examples of Polish spaces are the real line, any Separable space, separable Banach space, the Cantor space, and the Baire space (set theory), Baire space. Additionally, some spaces that are not complete metric spaces in the usual metric may be Polish; ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Càdlàg
In mathematics, a càdlàg (), RCLL ("right continuous with left limits"), or corlol ("continuous on (the) right, limit on (the) left") function is a function defined on the real numbers (or a subset of them) that is everywhere right-continuous and has left limits everywhere. Càdlàg functions are important in the study of stochastic processes that admit (or even require) jumps, unlike Brownian motion, which has continuous sample paths. The collection of càdlàg functions on a given domain is known as Skorokhod space. Two related terms are càglàd, standing for "", the left-right reversal of càdlàg, and càllàl for "" (continuous on one side, limit on the other side), for a function which at each point of the domain is either càdlàg or càglàd. Definition Let (M, d) be a metric space, and let E \subseteq \mathbb. A function f:E \to M is called a càdlàg function if, for every t \in E, * the left limit f(t-) := \lim_f(s) exists; and * the right limit f(t+) := \lim_ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Classical Wiener Space
In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a subinterval of the real line), taking values in a metric space (usually ''n''-dimensional Euclidean space). Classical Wiener space is useful in the study of stochastic processes whose sample paths are continuous functions. It is named after the American mathematician Norbert Wiener. Definition Consider E\subseteq \mathbb^n and a metric space (M,d). The classical Wiener space C(E,M) is the space of all continuous functions f:E\to M. That is, for every fixed t\in E, :d(f(s), f(t)) \to 0 as , s - t , \to 0. In almost all applications, one takes E= ,T/math> or E=\R_+= ,T">, +\infty) and M=\mathbb^n for some n\in\mathbb. For brevity, write C for C([0,T; this is a vector space. Write C_0 for the linear subspace consisting only of those function (mathematics), functions that take the value zero at the infimum of the set E. Many authors refer to C_0 as "classical Wiene ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Modulus Of Continuity
In mathematical analysis, a modulus of continuity is a function ω : , ∞→ , ∞used to measure quantitatively the uniform continuity of functions. So, a function ''f'' : ''I'' → R admits ω as a modulus of continuity if :, f(x)-f(y), \leq\omega(, x-y, ), for all ''x'' and ''y'' in the domain of ''f''. Since moduli of continuity are required to be infinitesimal at 0, a function turns out to be uniformly continuous if and only if it admits a modulus of continuity. Moreover, relevance to the notion is given by the fact that sets of functions sharing the same modulus of continuity are exactly equicontinuous families. For instance, the modulus ω(''t'') := ''kt'' describes the k- Lipschitz functions, the moduli ω(''t'') := ''kt''α describe the Hölder continuity, the modulus ω(''t'') := ''kt''(, log ''t'', +1) describes the almost Lipschitz class, and so on. In general, the role of ω is to fix some explicit functional dependence of ε on δ in the (ε, δ) definition of uni ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Arzelà–Ascoli Theorem
The Arzelà–Ascoli theorem is a fundamental result of mathematical analysis giving necessary and sufficient conditions to decide whether every sequence of a given family of real-valued continuous functions defined on a closed and bounded interval has a uniformly convergent subsequence. The main condition is the equicontinuity of the family of functions. The theorem is the basis of many proofs in mathematics, including that of the Peano existence theorem in the theory of ordinary differential equations, Montel's theorem in complex analysis, and the Peter–Weyl theorem in harmonic analysis and various results concerning compactness of integral operators. The notion of equicontinuity was introduced in the late 19th century by the Italian mathematicians Cesare Arzelà and Giulio Ascoli. A weak form of the theorem was proven by , who established the sufficient condition for compactness, and by , who established the necessary condition and gave the first clear presentatio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Total Variation
In mathematics, the total variation identifies several slightly different concepts, related to the (local property, local or global) structure of the codomain of a Function (mathematics), function or a measure (mathematics), measure. For a real number, real-valued continuous function ''f'', defined on an interval (mathematics), interval [''a'', ''b''] ⊂ R, its total variation on the interval of definition is a measure of the one-dimensional arclength of the curve with parametric equation ''x'' ↦ ''f''(''x''), for ''x'' ∈ [''a'', ''b'']. Functions whose total variation is finite are called ''Bounded variation, functions of bounded variation''. Historical note The concept of total variation for functions of one real variable was first introduced by Camille Jordan in the paper . He used the new concept in order to prove a convergence theorem for Fourier series of discontinuous function, discontinuous periodic functions whose variation is Bounded variation, bounded. The extensi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Signed Measure
In mathematics, a signed measure is a generalization of the concept of (positive) measure by allowing the set function to take negative values, i.e., to acquire sign. Definition There are two slightly different concepts of a signed measure, depending on whether or not one allows it to take infinite values. Signed measures are usually only allowed to take finite real values, while some textbooks allow them to take infinite values. To avoid confusion, this article will call these two cases "finite signed measures" and "extended signed measures". Given a measurable space (X, \Sigma) (that is, a set X with a σ-algebra \Sigma on it), an extended signed measure is a set function \mu : \Sigma \to \R \cup \ such that \mu(\varnothing) = 0 and \mu is σ-additive – that is, it satisfies the equality \mu\left(\bigcup_^\infty A_n\right) = \sum_^\infty \mu(A_n) for any sequence A_1, A_2, \ldots, A_n, \ldots of disjoint sets in \Sigma. The series on the right must converge absolute ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Complex Measure
In mathematics, specifically measure theory, a complex measure generalizes the concept of measure by letting it have complex values. In other words, one allows for sets whose size (length, area, volume) is a complex number. Definition Formally, a ''complex measure'' \mu on a measurable space (X,\Sigma) is a complex-valued function :\mu: \Sigma \to \mathbb that is sigma-additive. In other words, for any sequence (A_)_ of disjoint sets belonging to \Sigma , one has :\sum_^ \mu(A_) = \mu \left( \bigcup_^ A_ \right) \in \mathbb. As \displaystyle \bigcup_^ A_ = \bigcup_^ A_ for any permutation (bijection) \sigma: \mathbb \to \mathbb , it follows that \displaystyle \sum_^ \mu(A_) converges unconditionally (hence, since \mathbb is finite dimensional, \mu converges absolutely). Integration with respect to a complex measure One can define the ''integral'' of a complex-valued measurable function with respect to a complex measure in the same way as the Lebesgue integral ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Subsequence
In mathematics, a subsequence of a given sequence is a sequence that can be derived from the given sequence by deleting some or no elements without changing the order of the remaining elements. For example, the sequence \langle A,B,D \rangle is a subsequence of \langle A,B,C,D,E,F \rangle obtained after removal of elements C, E, and F. The relation of one sequence being the subsequence of another is a partial order. Subsequences can contain consecutive elements which were not consecutive in the original sequence. A subsequence which consists of a consecutive run of elements from the original sequence, such as \langle B,C,D \rangle, from \langle A,B,C,D,E,F \rangle, is a substring. The substring is a refinement of the subsequence. The list of all subsequences for the word "apple" would be "''a''", "''ap''", "''al''", "''ae''", "''app''", "''apl''", "''ape''", "''ale''", "''appl''", "''appe''", "''aple''", "''apple''", "''p''", "''pp''", "''pl''", "''pe''", "''ppl''", "''ppe''", " ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Euclidean Space
Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are ''Euclidean spaces'' of any positive integer dimension ''n'', which are called Euclidean ''n''-spaces when one wants to specify their dimension. For ''n'' equal to one or two, they are commonly called respectively Euclidean lines and Euclidean planes. The qualifier "Euclidean" is used to distinguish Euclidean spaces from other spaces that were later considered in physics and modern mathematics. Ancient Greek geometers introduced Euclidean space for modeling the physical space. Their work was collected by the ancient Greek mathematician Euclid in his ''Elements'', with the great innovation of '' proving'' all properties of the space as theorems, by starting from a few fundamental properties, called '' postulates'', which either were considered as evid ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is called the ''length'' of the sequence. Unlike a set, the same elements can appear multiple times at different positions in a sequence, and unlike a set, the order does matter. Formally, a sequence can be defined as a function from natural numbers (the positions of elements in the sequence) to the elements at each position. The notion of a sequence can be generalized to an indexed family, defined as a function from an ''arbitrary'' index set. For example, (M, A, R, Y) is a sequence of letters with the letter "M" first and "Y" last. This sequence differs from (A, R, M, Y). Also, the sequence (1, 1, 2, 3, 5, 8), which contains the number 1 at two different positions, is a valid sequence. Sequences can be '' finite'', as in these examples, or '' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
