On a Laplace Transform Based Metric for Probabilities on a Hilbert Space

Let D be a closed subset of a real separable Hilbert space H. Let (D) denote the set of all Borel probability measures on D and (D) the set of all probabilities with integrable Laplace transform. A metric d, based on the Laplace transform, is defined on (D). Topological properties, viz., separability, connectedness, completeness, compactness and local compactness, of (D, d are investigated, and the d-topology is compared with the topology of weak convergence.