Weak uniform structures on probability distributions

Abstract

In dealing with asymptotic approximation of possibly divergent nets of probability distributions, we are led to study uniform structures on the set of distributions. This paper identifies a class of such uniform structures that may be considered to be reasonable generalizations of the weak topology. It is shown that all structures in the class yield the same notion of asymptotic approximation for sequences (but not for general nets) of probability distributions.

8 pages