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Math Help - convergence of measures

  1. #1
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    convergence of measures

    I am hoping someone could explain this concept to me.
    and why we need to deine the borel sigma field on the set in the underlying metric space and then define a set of all finite boorel measures P(X) on the set B(X) in order to adequately describe convergence of measures
    Last edited by johnnys; April 8th 2012 at 08:10 PM.
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  2. #2
    Super Member girdav's Avatar
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    Re: convergence of measures

    Hello,
    the concept of convergence of measures depends on the context. Do you mean narrow convergence, vague convergence, weak-convergence? Are you working in a locally compact Hausdorff space?
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  3. #3
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    Re: convergence of measures

    i am dealling with weak convergence
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