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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)


Ultrafilter limits and finitely additive probability

Author: Thomas Q. Sibley
Journal: Proc. Amer. Math. Soc. 84 (1982), 560-562
MSC: Primary 60E10; Secondary 28A60, 60E07
MathSciNet review: 643749
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Abstract: Ultrafilter limits provide the natural convergence notion for finitely additive probability. The finitely additive infinitely divisible laws are closed under ultrafilter limits. The characteristic function of any convolution of finitely additive probability measures is the product of their characteristic functions.

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PII: S 0002-9939(1982)0643749-7
Keywords: Finitely additive probability, ultrafilter limits, infinitely divisible laws, characteristic functions, ultrafilters, nonstandard analysis
Article copyright: © Copyright 1982 American Mathematical Society

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