UNIQUENESS IN MOMENT — PROBLEMS OVER NUCLEAR SPACES AND WEAK CONVERGENCE OF PROBABILITY MEASURES

1993 ◽  
Vol 05 (04) ◽  
pp. 631-658
Author(s):  
ERWIN A. K. BRÜNING

Based on results from the theory of ordered (topological) vector spaces and on the theory of Fourier transforms of Radon probability measures (Bochner–Minlos–Schwartz) we present a solution of infinite dimensional moment problems over real nuclear spaces E. Both moment and truncated moment problems are treated simultaneously. In both cases uniqueness of the representing measure is characterized in terms of conditions on the set of moments directly. Concentration of the representing measures is expressed through continuity properties of the second moment. This is finally applied to characterize weak convergence of sequences of measures in terms of pointwise convergence of the associated sequence of moment functionals on the tensor algebra over E.

This paper develops the theory of distributions or generalized functions without any reference to test functions and with no appeal to topology, apart from the concept of weak convergence. In the calculus of weak functions, which is so obtained, a weak function is always a weak derivative of a numerical continuous function, and the fundamental techniques of multiplication, division and passage to a limit are considerably simplified. The theory is illustrated by application to Fourier transforms. The present paper is restricted to weak functions in one dimension. The extension to several dimensions will be published later.


2018 ◽  
Vol 22 ◽  
pp. 19-34 ◽  
Author(s):  
Nigel J. Newton

We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class Cbk with respect to appropriate reference measures. The case k = ∞, in which the manifolds are modelled on Fréchet spaces, is included. The manifolds admit the Fisher-Rao metric and, unusually for the non-parametric setting, Amari’s α-covariant derivatives for all α ∈ ℝ. By construction, they are C∞-embedded submanifolds of particular manifolds of finite measures. The statistical manifolds are dually (α = ±1) flat, and admit mixture and exponential representations as charts. Their curvatures with respect to the α-covariant derivatives are derived. The likelihood function associated with a finite sample is a continuous function on each of the manifolds, and the α-divergences are of class C∞.


2008 ◽  
Vol 50 (2) ◽  
pp. 271-288
Author(s):  
HELGE GLÖCKNER

AbstractThe General Curve Lemma is a tool of Infinite-Dimensional Analysis that enables refined studies of differentiability properties of maps between real locally convex spaces to be made. In this article, we generalize the General Curve Lemma in two ways. First, we remove the condition of local convexity in the real case. Second, we adapt the lemma to the case of curves in topological vector spaces over ultrametric fields.


2010 ◽  
Vol 51 ◽  
Author(s):  
Alesia Kolupayeva

A limit theorem in the sense of weak convergence of probability measures on the complex plane for twisted with Dirichlet character L-functions of holomorphic normalized Hecke eigen cusp forms with an increasing modulus of the character is proved.


Author(s):  
Abdessatar Barhoumi ◽  
Bilel Kacem Ben Ammou ◽  
Hafedh Rguigui

By means of infinite-dimensional nuclear spaces, we generalize important results on the representation of the Weyl commutation relations. For this purpose, we construct a new nuclear Lie group generalizing the groups introduced by Parthasarathy [An Introduction to Quantum Stochastic Calculus (Birkhäuser, 1992)] and Gelfand–Vilenkin [Generalized Functions (Academic Press, 1964)] (see Ref. 15). Then we give an explicit construction of Weyl representations generated from a non-Fock representation. Moreover, we characterize all these Weyl representations in quantum white noise setting.


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