Skip to main content
4 of 6
Minor Math Jaxing
Daniele Tampieri
  • 6.4k
  • 7
  • 30
  • 45

Weak convergence of measures on continuous function spaces

Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion and $M:=\left| \left|B \right| \right|_{\infty}\sim \left| N(0,1)\right|$

I would like to show that for any $A\in \mathbb{B}(S)$

$\mu_{A}:=P\Big(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t\Big)$ does not converge weakly to any measure as $t \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

Paul
  • 21
  • 2