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 language | English |
|---|---|
| Pages (from-to) | 467-485 |
| Number of pages | 19 |
| Journal | Commentationes Mathematicae Universitatis Carolinae |
| Volume | 59 |
| Issue number | 4 |
| DOIs | |
| State | Published - 2019 |
| Externally published | Yes |
Keywords
- convergence of probability measures
- nonstandard analysis
- nonstandard measure theory
- nonstandard model in mathematics
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