login

Measure Theory

Graduate texts in mathematicsPublished 1 January 1994
J. L. Doob
Citations173

Abstract

Measure Theory vergence of senes of orthogonal functions but not on convergence of martingales.Convergence of sequences of measures is treated both in the general Vitali-Hahn-Saks setting and in the mathematical setting of Borel measures on the metric spaces of classical analysis: the compact metric spaces and the locally compact separable metric spaces.The general discussion is applied in detail to finite Lebesgue-Stieltjes measures on the line, in particular to probability measures.