All Questions

I've been working on a problem and at some point in the proof I need to show that the following set $$\left\{\mu \in \mathcal{P}_{ac}(\mathbb R^d): \int \varphi(x)\mu(\mathrm{d}x)\leq C\right\}$$ is ...

For a family of probability measures sharing the same form of distribution function $F(x; p)$ with different parameters (i.e., $p$'s), if the parameter falls in a compact subset of real line, can we ...

From the book Billingsley - Convergence of probability measures, 1999, we have the following definitions of tightness and relative compactness and the Prohorov's theorem: Tightness: Let $\Pi$ be a ...

The Section 5 of the book: Billingsley, P., Convergence of Probability Measures, 1999, studies Prohorov's theorem. A short reminder is given below. Let $\Pi$ be a family of probability measures on ...

I am currently thinking of function-valued random variables. In order to prove a result, I need to approximate by (function-valued) step functions. This naturally leads to the idea of chopping up the ...

For given initial data $u_0\in H^k$ for some $k$, I want to prove the existence of solution to some PDE with multiplicative white noise. I modify the SPDE by regularizing it and then use the ...