Probability measures and random elements

Abstract

One of the central topics in our book can be characterized as follows: we discuss appropriate analogues of the Anderson inequality (see Section 2) and demonstrate applications of these analogues in probability theory, mathematical statistics and infinite-dimensional analysis. In other words, we wish to consider several problems and questions which are closely connected with the Anderson inequality and are of interest from the probabilistic viewpoint. This consideration essentially relies on the techniques from contemporary measure theory and probability theory. Therefore, it is reasonable to recall here some preliminary material concerning probability measures and random elements (for more detailed information, we refer the reader to [14], [31], [57], [71], [74], [80], [86], [155], [161], [171], [180], [197]).