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Finitely-additive, countably-additive and internal probability measures

  • H. Duanmu*
  • , W. Weiss
  • *Corresponding author for this work
  • University of Toronto

Research output: Contribution to journalArticlepeer-review

Abstract

We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is infinitesimal. As an application to standard probability theory, we show that every finitely-additive Borel probability measure P on a separable metric space is a limit of a sequence of countably-additive Borel probability measures {Pn}n(Formula presented) in the sense that (Formula presented) f dP = lmi n→∞ (Formula presented) f dPn for all bounded uniformly continuous real-valued function f if and only if the space is totally bounded.

Original languageEnglish
Pages (from-to)467-485
Number of pages19
JournalCommentationes Mathematicae Universitatis Carolinae
Volume59
Issue number4
DOIs
StatePublished - 2019
Externally publishedYes

Keywords

  • convergence of probability measures
  • nonstandard analysis
  • nonstandard measure theory
  • nonstandard model in mathematics

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