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Oct 11 at 6:44 comment added JeeyCi @Michael Greinecker: thanks for the comment. I really always wonder to e.g. such smooting in one "measurable space" - why VaR of split(sample)-distribution is as wide as total population's VaR - why could it be correct in the same "measurable space"?
Nov 8, 2021 at 9:12 comment added Michael Greinecker @DavidSchrittesser I'm not sure where you can find that in Bourbaki, but there is a representation theorem of Kakutani that shows the space of bounded measurable functions on a measurable space with the sup-norm can be identified with a subspace pf $C(K)$ for $K$ a suitable compact space. This allows one to reduce abstract measure theory to topological measure theory.
Nov 7, 2021 at 20:48 comment added David Schrittesser Michael, what are the "sophisticated compactification techniques" you mention, and where can I find examples of such?
Nov 2, 2017 at 14:15 comment added Saeid Haghighatshoar Thanks a lot for the detailed response. Interestingly, I was looking for a suitable book in the library and I found "Vector Measures" by by Diestel and Uhl which goes deeper in this direction. I am now reading this book. I also checked "Topological Riesz Spaces and Measure Theory" by David Fremlin. It seems that the author addresses exactly the same connection that I am interested in although for the specific case of Riesz spaces. I will definitely check this book. Thanks a lot.
Nov 1, 2017 at 17:11 history answered Michael Greinecker CC BY-SA 3.0