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James Baxter
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Let $X$ be a measure space, and suppose $\mu_i$ are probability measures on $X$ that are absolutely continuous with respect to another probability measure $\mu$. Is strong convergence in total variation norm of $\mu_i$ to $\mu$ equivalent to convergence in measure (wrt $\mu$) of the Radon nikodym derivatives $\frac{d\mu_i}{d\mu}$ to $1$?

Let $X$ be a measure space, and suppose $\mu_i$ are probability measures on $X$ that are absolutely continuous with respect to another probability measure $\mu$. Is convergence in total variation norm of $\mu_i$ to $\mu$ equivalent to convergence in measure (wrt $\mu$) of the Radon nikodym derivatives $\frac{d\mu_i}{d\mu}$ to $1$?

Let $X$ be a measure space, and suppose $\mu_i$ are probability measures on $X$ that are absolutely continuous with respect to another probability measure $\mu$. Is strong convergence of $\mu_i$ to $\mu$ equivalent to convergence in measure (wrt $\mu$) of the Radon nikodym derivatives $\frac{d\mu_i}{d\mu}$ to $1$?

added 17 characters in body
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James Baxter
  • 2.1k
  • 8
  • 25

Let $X$ be a measure space, and suppose $\mu_i$ are probability measures on $X$ that are absolutely continuous with respect to another probability measure $\mu$. Is strong convergence in total variation norm of $\mu_i$ to $\mu$ equivalent to convergence in measure (wrt $\mu$) of the Radon nikodym derivatives $\frac{d\mu_i}{d\mu}$ to $1$?

Let $X$ be a measure space, and suppose $\mu_i$ are probability measures on $X$ that are absolutely continuous with respect to another probability measure $\mu$. Is strong convergence of $\mu_i$ to $\mu$ equivalent to convergence in measure (wrt $\mu$) of the Radon nikodym derivatives $\frac{d\mu_i}{d\mu}$ to $1$?

Let $X$ be a measure space, and suppose $\mu_i$ are probability measures on $X$ that are absolutely continuous with respect to another probability measure $\mu$. Is convergence in total variation norm of $\mu_i$ to $\mu$ equivalent to convergence in measure (wrt $\mu$) of the Radon nikodym derivatives $\frac{d\mu_i}{d\mu}$ to $1$?

Source Link
James Baxter
  • 2.1k
  • 8
  • 25

Is strong convergence of measures equivalent to convergence in measure of the Radon Nikodym derivatives?

Let $X$ be a measure space, and suppose $\mu_i$ are probability measures on $X$ that are absolutely continuous with respect to another probability measure $\mu$. Is strong convergence of $\mu_i$ to $\mu$ equivalent to convergence in measure (wrt $\mu$) of the Radon nikodym derivatives $\frac{d\mu_i}{d\mu}$ to $1$?