Young Measures On Topological Spaces: With Applications In Control Theory And Probability Theory - Couverture rigide

Castaing, Charles; Raynaud De Fitte, Paul; Valadier, Michel

Couverture rigide

ISBN 10 : 1402019637 ISBN 13 : 9781402019630

Editeur : Springer-Verlag New York Inc., 2004

Synopsis

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(XA) 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? ].

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2004
• Langue: anglais
• ISBN 10: 1402019637
• ISBN 13: 9781402019630
• Reliure: Relié
• Nombre de pages: 332
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne