WEAK CONVERGENCE OF COMPOUND PROBABILITY MEASURES ON UNIFORM SPACES
WEAK CONVERGENCE OF COMPOUND PROBABILITY MEASURES ON UNIFORM SPACES

 
 
 We obtain a convergence theorem of compound probability measures on a uniform space for a net of uniformly equicontinuous transition probabilities. This theorem contains convergence theorems of product or convolution measures. We also show that for Gaussian transition probabilities on a Hilbert spaces, our assumptions in the …