=+12.9. The minimal closed support of a measure u on 2 is a closed set C ,,
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=+12.9. The minimal closed support of a measure u on 2 is a closed set C ,, such that C. CC for closed C if and only if C supports u. Prove its existence and uniqueness. Characterize the points of C ,, as those x such that p(U) > 0 for every neighborhood U of x. If k = 1 and if u and the function F(x) are related by (12.5), the condition is F(x - €) < F(x +€) for all €; x is in this case called a point of increase of F.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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