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Beschreibung
Classicalexamples of moreand more oscillatingreal¿valued functions on a domain N ?of R are the functions u (x)=sin(nx)with x=(x ,...,x ) or the so-called n 1 1 n n+1 Rademacherfunctionson]0,1[,u (x)=r (x) = sgn(sin(2 ?x))(seelater3.1.4). n n They may appear as the gradients?v of minimizing sequences (v ) in some n n n?N variationalproblems. Intheseexamples,thefunctionu convergesinsomesenseto n ameasure µ on ? ×R, called Young measure. In Functional Analysis formulation, this is the narrow convergence to µ of the image of the Lebesgue measure on ? by ? ? (?,u (?)). In the disintegrated form (µ ) ,the parametrized measure µ n ? ??? ? captures the possible scattering of the u around ?. n Curiously if (X ) is a sequence of random variables deriving from indep- n n?N dent ones, the n-th one may appear more and more far from the k ?rst ones as 2 if it was oscillating (think of orthonormal vectors in L which converge weakly to 0). More precisely when the laws L(X ) narrowly converge to some probability n measure , it often happens that for any k and any A in the algebra generated by X ,...,X , the conditional law L(X|A) still converges to (see Chapter 9) 1 k n which means 1 ??? C (R) ?(X (?))dP(?)?? ?d b n P(A) A R or equivalently, ? denoting the image of P by ? ? (?,X (?)), n X n (1l ??)d? ?? (1l ??)d[P? ].
Classicalexamples of moreand more oscillatingreal¿valued functions on a domain N ?of R are the functions u (x)=sin(nx)with x=(x ,...,x ) or the so-called n 1 1 n n+1 Rademacherfunctionson]0,1[,u (x)=r (x) = sgn(sin(2 ?x))(seelater3.1.4). n n They may appear as the gradients?v of minimizing sequences (v ) in some n n n?N variationalproblems. Intheseexamples,thefunctionu convergesinsomesenseto n ameasure µ on ? ×R, called Young measure. In Functional Analysis formulation, this is the narrow convergence to µ of the image of the Lebesgue measure on ? by ? ? (?,u (?)). In the disintegrated form (µ ) ,the parametrized measure µ n ? ??? ? captures the possible scattering of the u around ?. n Curiously if (X ) is a sequence of random variables deriving from indep- n n?N dent ones, the n-th one may appear more and more far from the k ?rst ones as 2 if it was oscillating (think of orthonormal vectors in L which converge weakly to 0). More precisely when the laws L(X ) narrowly converge to some probability n measure , it often happens that for any k and any A in the algebra generated by X ,...,X , the conditional law L(X|A) still converges to (see Chapter 9) 1 k n which means 1 ??? C (R) ?(X (?))dP(?)?? ?d b n P(A) A R or equivalently, ? denoting the image of P by ? ? (?,X (?)), n X n (1l ??)d? ?? (1l ??)d[P? ].
Zusammenfassung
Provides a unified presentation of the theory, together with new results and applications in various fields
Inhaltsverzeichnis
Preface. Generalities, Preliminary results. Young Measures, the four Stable Topologies: S, M, N, W. Convergence in Probability of Young Measures (with some applications to stable convergence). Compactness. Strong Tightness. Young Measures on Banach Spaces. Application. Applications in Control Theory. Semicontinuity of Integral Functionals using Young Measures. Stable Convergence in Limit Theorems of Probability Theory.
Details
Erscheinungsjahr: | 2010 |
---|---|
Fachbereich: | Analysis |
Genre: | Importe, Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Reihe: | Mathematics and Its Applications |
Inhalt: |
xii
320 S. |
ISBN-13: | 9789048165520 |
ISBN-10: | 9048165520 |
Sprache: | Englisch |
Ausstattung / Beilage: | Paperback |
Einband: | Kartoniert / Broschiert |
Autor: |
Castaing, Charles
Valadier, Michel Raynaud de Fitte, Paul |
Auflage: | Softcover reprint of the original 1st ed. 2004 |
Hersteller: |
Springer Netherland
Springer Netherlands Mathematics and Its Applications |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 235 x 155 x 19 mm |
Von/Mit: | Charles Castaing (u. a.) |
Erscheinungsdatum: | 04.12.2010 |
Gewicht: | 0,511 kg |
Zusammenfassung
Provides a unified presentation of the theory, together with new results and applications in various fields
Inhaltsverzeichnis
Preface. Generalities, Preliminary results. Young Measures, the four Stable Topologies: S, M, N, W. Convergence in Probability of Young Measures (with some applications to stable convergence). Compactness. Strong Tightness. Young Measures on Banach Spaces. Application. Applications in Control Theory. Semicontinuity of Integral Functionals using Young Measures. Stable Convergence in Limit Theorems of Probability Theory.
Details
Erscheinungsjahr: | 2010 |
---|---|
Fachbereich: | Analysis |
Genre: | Importe, Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Reihe: | Mathematics and Its Applications |
Inhalt: |
xii
320 S. |
ISBN-13: | 9789048165520 |
ISBN-10: | 9048165520 |
Sprache: | Englisch |
Ausstattung / Beilage: | Paperback |
Einband: | Kartoniert / Broschiert |
Autor: |
Castaing, Charles
Valadier, Michel Raynaud de Fitte, Paul |
Auflage: | Softcover reprint of the original 1st ed. 2004 |
Hersteller: |
Springer Netherland
Springer Netherlands Mathematics and Its Applications |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 235 x 155 x 19 mm |
Von/Mit: | Charles Castaing (u. a.) |
Erscheinungsdatum: | 04.12.2010 |
Gewicht: | 0,511 kg |
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