Projective Limits via Inner Premeasures and the True Wiener Measure |
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Authors: | Email author" target="_blank">Heinz?K?nigEmail author |
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Institution: | (1) Fakultät für Mathematik und Informatik, Universität des Saarlandes, 66041 Saarbrücken, Germany |
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Abstract: | The paper continues the authors work in measure and integration,
which is an attempt at unified systematization. It establishes projective limit
theorems of the Prokhorov and Kolmogorov types in terms of inner premeasures.
Then it specializes to obtain the (one-dimensional) Wiener measure
on the space of real-valued functions on the positive halfline as a probability
measure defined on an immense domain: In particular the subspace of continuous
functions will be measurable of full measure - and not merely of full
outer measure, as the usual projective limit theorems permit to conclude.
Dedicated to Professor Gustave Choquet |
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Keywords: | 28A12 28A35 28C20 60A10 |
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