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... Let Cw (E) and Bw (E) denote the space of all real valued continuous and Borel measurable functions on E with finite w-norm, respectively [15]. Let P(E) denote the set of all probability measures on E. A sequence R {µn } of measures R on E is said to converge weakly (resp., setwise) [16] to a measur ...
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Karhunen–Loève theorem

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