Timeline for Topologies for which the ensemble of probability measures is complete
Current License: CC BY-SA 3.0
8 events
when toggle format | what | by | license | comment | |
---|---|---|---|---|---|
Jan 4, 2016 at 7:36 | comment | added | Guillaume Dehaene | @PaulSiegel: thank you for the answer ! However, there is a simple metric topology which I think works (though, since I've forgotten my topology, I'm not completely sure what "making the map continuous" is exactly). That's the Wasserstein-1 metric. More generally, the Wasserstein-k metric (I think) works for all statistics with at most polynomial growth | |
Dec 21, 2015 at 1:28 | comment | added | Paul Siegel | @YemonChoi Arg, continuity of that map is essentially a tautology. After recovering from flashbacks to my qualifying exams in graduate school, I amended the answer. | |
Dec 21, 2015 at 1:26 | history | edited | Paul Siegel | CC BY-SA 3.0 |
deleted 29 characters in body
|
Dec 21, 2015 at 0:45 | comment | added | Yemon Choi | I sort of agree with the basic point, but the choice of example in your first paragraph is unfortunate, if I am not mistaken; the map $f\to \int f$ is continuous as a linear functional on the normed space $L^1({\bf R})$ | |
Dec 20, 2015 at 23:33 | history | edited | Paul Siegel | CC BY-SA 3.0 |
added 2 characters in body
|
Dec 20, 2015 at 23:27 | history | edited | Paul Siegel | CC BY-SA 3.0 |
added 2 characters in body
|
Dec 20, 2015 at 23:25 | comment | added | Paul Siegel | Uniform integrability reminds me a little of equicontinuity. I wonder if the theorem above is a special case of a suitable generalization of the Arzela-Ascoli theorem. | |
Dec 20, 2015 at 23:18 | history | answered | Paul Siegel | CC BY-SA 3.0 |