20
votes
4answers
2k views

Nonstandard analysis in probability theory

I am quite new at nonstandard analysis, and recently I became aware of its use in probability theory mainly through the following two books: Nelson (1987). Radically Elementary Probability Theory ...
3
votes
1answer
308 views

Non Separability of the the Loeb Space

Let $X_i$, $i=1,2\ldots$ be finite sets of integers such that $|X_i|\rightarrow \infty$. Let $X$ be an ultraproduct of $X_i$. Let $\mu$ the Loeb measure associated with the the normalized counting ...