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Measures on Non-Separable Metric Spaces

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Abstract

The main purpose of this note is to give a simpler and more general definition of “weak” or “weak-star” convergence of certain measures on non-separable metric spaces, and to prove its equivalence with the convergence introduced in [1] for the cases considered there.

Received July 1, 1966.

This research was supported in part by a National Science Foundation grant, and was presented to the International Congress of Mathematicians in Moscow, August 1966.

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References

  1. R. M. Dudley, Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces, Illinois J. Math., vol. 10 (1966), pp. 109–126.

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  2. E. Marczewski and P. Sikorski, Measures in nonseparable metric spaces, Colloq. Math., vol. 1 (1948), pp. 133–139.

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  3. H. Stone, Cardinals of closed sets, Mathematika, vol. 6 (1959), pp. 99–107.

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  4. S. Ulam and J. C. Oxtoby, On the existence of a measure invariant under a transformation, Ann. of Math., vol. 40 (1939), pp. 560–566.

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Dudley, R.M. (2010). Measures on Non-Separable Metric Spaces. In: Giné, E., Koltchinskii, V., Norvaisa, R. (eds) Selected Works of R.M. Dudley. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5821-1_3

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