Journal of the American Statistical Association, December 1st, 1989
Probability Distributions on Banach Spaces
In 1967 Probability Measures on Metric Spaces (Parthasarathy 19967) appeared. In this book the author gave much of the general theory known at that time and presented solutions to several problems in the Hilbert space setting. In analogy with the Hilbert case, the question arose as to how much of the finite-dimensional theory could be reformulated so as to be useful in the Banach sapce setting. For example, when is there a topology on the space with respect to which at least part of the classical (finite-dimensional) Bochner and Levy theorems on ex...
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