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Young Measures on Topological Spaces
With Applications in Control Theory and Probability Theory
Taschenbuch von Charles Castaing (u. a.)
Sprache: Englisch

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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
Artikel-ID: 107244972
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
Artikel-ID: 107244972
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