- Source: Vague topology
In mathematics, particularly in the area of functional analysis and topological vector spaces, the vague topology is an example of the weak-* topology which arises in the study of measures on locally compact Hausdorff spaces.
Let
X
{\displaystyle X}
be a locally compact Hausdorff space. Let
M
(
X
)
{\displaystyle M(X)}
be the space of complex Radon measures on
X
,
{\displaystyle X,}
and
C
0
(
X
)
∗
{\displaystyle C_{0}(X)^{*}}
denote the dual of
C
0
(
X
)
,
{\displaystyle C_{0}(X),}
the Banach space of complex continuous functions on
X
{\displaystyle X}
vanishing at infinity equipped with the uniform norm. By the Riesz representation theorem
M
(
X
)
{\displaystyle M(X)}
is isometric to
C
0
(
X
)
∗
.
{\displaystyle C_{0}(X)^{*}.}
The isometry maps a measure
μ
{\displaystyle \mu }
to a linear functional
I
μ
(
f
)
:=
∫
X
f
d
μ
.
{\displaystyle I_{\mu }(f):=\int _{X}f\,d\mu .}
The vague topology is the weak-* topology on
C
0
(
X
)
∗
.
{\displaystyle C_{0}(X)^{*}.}
The corresponding topology on
M
(
X
)
{\displaystyle M(X)}
induced by the isometry from
C
0
(
X
)
∗
{\displaystyle C_{0}(X)^{*}}
is also called the vague topology on
M
(
X
)
.
{\displaystyle M(X).}
Thus in particular, a sequence of measures
(
μ
n
)
n
∈
N
{\displaystyle \left(\mu _{n}\right)_{n\in \mathbb {N} }}
converges vaguely to a measure
μ
{\displaystyle \mu }
whenever for all test functions
f
∈
C
0
(
X
)
,
{\displaystyle f\in C_{0}(X),}
∫
X
f
d
μ
n
→
∫
X
f
d
μ
.
{\displaystyle \int _{X}fd\mu _{n}\to \int _{X}fd\mu .}
It is also not uncommon to define the vague topology by duality with continuous functions having compact support
C
c
(
X
)
,
{\displaystyle C_{c}(X),}
that is, a sequence of measures
(
μ
n
)
n
∈
N
{\displaystyle \left(\mu _{n}\right)_{n\in \mathbb {N} }}
converges vaguely to a measure
μ
{\displaystyle \mu }
whenever the above convergence holds for all test functions
f
∈
C
c
(
X
)
.
{\displaystyle f\in C_{c}(X).}
This construction gives rise to a different topology. In particular, the topology defined by duality with
C
c
(
X
)
{\displaystyle C_{c}(X)}
can be metrizable whereas the topology defined by duality with
C
0
(
X
)
{\displaystyle C_{0}(X)}
is not.
One application of this is to probability theory: for example, the central limit theorem is essentially a statement that if
μ
n
{\displaystyle \mu _{n}}
are the probability measures for certain sums of independent random variables, then
μ
n
{\displaystyle \mu _{n}}
converge weakly (and then vaguely) to a normal distribution, that is, the measure
μ
n
{\displaystyle \mu _{n}}
is "approximately normal" for large
n
.
{\displaystyle n.}
See also
List of topologies – List of concrete topologies and topological spaces
References
Dieudonné, Jean (1970), "§13.4. The vague topology", Treatise on analysis, vol. II, Academic Press.
G. B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed, John Wiley & Sons, Inc., 1999.
This article incorporates material from Weak-* topology of the space of Radon measures on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.
Kata Kunci Pencarian:
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