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On a Laplace transform based metric for probabilities on a Hilbert space - MaRDI portal

On a Laplace transform based metric for probabilities on a Hilbert space (Q1283432)

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scientific article; zbMATH DE number 1275643
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On a Laplace transform based metric for probabilities on a Hilbert space
scientific article; zbMATH DE number 1275643

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    On a Laplace transform based metric for probabilities on a Hilbert space (English)
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    18 March 2001
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    On a closed subset \(D\subset H\) of a real separable Hilbert space \(H\) let \({\mathcal L}(D)\) denote the set of all probability measures on \(D\) with integrable Laplace transform. The author defines a metric \(d\) on \({\mathcal L}(D)\) using the Laplace transform and derives interesting topological properties of the metric space \(({\mathcal L}(D),d)\) depending on \(D\) and \(H\).
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    Laplace transform
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    weak convergence
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