Skip to main content
added 64 characters in body
Source Link
Eduardo
  • 757
  • 4
  • 17

I apologise in advance if my question is too basic.

Some notation:

  1. $(X,\cal{X})$ denotes a measurable metric space where $X$ is a metric space and $\cal{X}$ is the associated Borel sigma algebra.

  2. $B(X)$ is the space of all bounded continuous functions defined on $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ be sequences of probability measures on the above measurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu\ll\nu$. If so, is $h$ the density? If not, is there some condition in order to have $\mu\ll\nu$?

Other information that can be useful is that each $\nu_n$ and $\mu_n$ has support in a compact subset $K_n\subset X$ which increase to $X$, i.e, $X=\bigcup K_n$.

Edit: $h_n$ converges to $h$ uniformly in compacts sets

I apologise in advance if my question is too basic.

Some notation:

  1. $(X,\cal{X})$ denotes a measurable metric space where $X$ is a metric space and $\cal{X}$ is the associated Borel sigma algebra.

  2. $B(X)$ is the space of all bounded continuous functions defined on $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ be sequences of probability measures on the above measurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu\ll\nu$. If so, is $h$ the density? If not, is there some condition in order to have $\mu\ll\nu$?

Other information that can be useful is that each $\nu_n$ and $\mu_n$ has support in a compact subset $K_n\subset X$ which increase to $X$, i.e, $X=\bigcup K_n$.

I apologise in advance if my question is too basic.

Some notation:

  1. $(X,\cal{X})$ denotes a measurable metric space where $X$ is a metric space and $\cal{X}$ is the associated Borel sigma algebra.

  2. $B(X)$ is the space of all bounded continuous functions defined on $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ be sequences of probability measures on the above measurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu\ll\nu$. If so, is $h$ the density? If not, is there some condition in order to have $\mu\ll\nu$?

Other information that can be useful is that each $\nu_n$ and $\mu_n$ has support in a compact subset $K_n\subset X$ which increase to $X$, i.e, $X=\bigcup K_n$.

Edit: $h_n$ converges to $h$ uniformly in compacts sets

I apologise in advance if my question is too basic.

Some notation:

  1. $(X,\cal{X})$ denotes a measurable metric space where $X$ is a metric space and $\cal{X}$ is the associated Borel sigma algebra.

  2. $B(X)$ is the space of all bounded continuous functions defined on $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ be sequences of probability measures on the above measurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu<<\nu$$\mu\ll\nu$. If so, is $h$ the density? If not, is there some condition in order to have $\mu<<\nu$$\mu\ll\nu$?

Other information that can be useful is that each $\nu_n$ and $\mu_n$ has support in a compact subset $K_n\subset X$ which increase to $X$, i.e, $X=\bigcup K_n$.

I apologise in advance if my question is too basic.

Some notation:

  1. $(X,\cal{X})$ denotes a measurable metric space where $X$ is a metric space and $\cal{X}$ is the associated Borel sigma algebra.

  2. $B(X)$ is the space of all bounded continuous functions defined on $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ be sequences of probability measures on the above measurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu<<\nu$. If so, is $h$ the density? If not, is there some condition in order to have $\mu<<\nu$?

Other information that can be useful is that each $\nu_n$ and $\mu_n$ has support in a compact subset $K_n\subset X$ which increase to $X$, i.e, $X=\bigcup K_n$.

I apologise in advance if my question is too basic.

Some notation:

  1. $(X,\cal{X})$ denotes a measurable metric space where $X$ is a metric space and $\cal{X}$ is the associated Borel sigma algebra.

  2. $B(X)$ is the space of all bounded continuous functions defined on $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ be sequences of probability measures on the above measurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu\ll\nu$. If so, is $h$ the density? If not, is there some condition in order to have $\mu\ll\nu$?

Other information that can be useful is that each $\nu_n$ and $\mu_n$ has support in a compact subset $K_n\subset X$ which increase to $X$, i.e, $X=\bigcup K_n$.

spelling and grammar corrections
Source Link
Nate Eldredge
  • 29.7k
  • 4
  • 101
  • 150

I apologise in advance if my question is totoo basic.

Some notationsnotation:

  1. $(X,\cal{X})$ denote denotes a mensurablemeasurable metric space where $X$ is a metricsmetric space and $\cal{X}$ is the associated Borel sigma algebra associated.

  2. $B(X)$ is the space of all bounded continuous functions defined inon $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ sequencebe sequences of probability measures inon the above
mensurable measurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu<<\nu$, in case of positive answer. If so, is $h$ the density. In case of negative answer? If not, there is there some condition in order to have $\mu<<\nu$?

Other information that can be usefulluseful is that each $\nu_n$ and $m_n$$\mu_n$ has support in a compact subset $K_n\subset X$ which one increasesincrease to $X$, i.e, $X=\bigcup K_n$.

I apologise in advance if my question is to basic.

Some notations

  1. $(X,\cal{X})$ denote a mensurable metric space where $X$ is a metrics space and $\cal{X}$ is the Borel sigma algebra associated.

  2. $B(X)$ is the space of all bounded continuous functions defined in $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ sequence of probability measures in the above
mensurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu<<\nu$, in case of positive answer, is $h$ the density. In case of negative answer, there is some condition in order to have $\mu<<\nu$?

Other information that can be usefull is that each $\nu_n$ and $m_n$ has support in a compact subset $K_n\subset X$ which one increases to $X$, i.e, $X=\bigcup K_n$.

I apologise in advance if my question is too basic.

Some notation:

  1. $(X,\cal{X})$ denotes a measurable metric space where $X$ is a metric space and $\cal{X}$ is the associated Borel sigma algebra.

  2. $B(X)$ is the space of all bounded continuous functions defined on $X$.

Let $\{\mu_n\}$ and $\{\nu_n\}$ be sequences of probability measures on the above measurable space $(X, \mathcal{X})$. Assume that each $\mu_n$ is absolutely continuous with respect to $\nu_n$, with an density $h_n\in B(X)$. Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$ in the weak star topology and $h_n$ converges to a bounded continuous function $h$.

Question: I would like to know if $\mu<<\nu$. If so, is $h$ the density? If not, is there some condition in order to have $\mu<<\nu$?

Other information that can be useful is that each $\nu_n$ and $\mu_n$ has support in a compact subset $K_n\subset X$ which increase to $X$, i.e, $X=\bigcup K_n$.

Source Link
Eduardo
  • 757
  • 4
  • 17
Loading