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May 6 at 19:44 vote accept Iosif Pinelis
May 6 at 13:24 answer added Michael Greinecker timeline score: 5
May 5 at 20:11 comment added Michael Greinecker I'll try my modest abilities tomorrow.
May 5 at 18:10 comment added Iosif Pinelis @MichaelGreinecker : Great! Since I have no expertise in mathematical logic and you seem to have it, would you mind summarizing the previous discussion in a formal answer, perhaps supplying some details and/or references (which might also be of interest to other users)?
May 5 at 17:58 comment added Michael Greinecker Yes, you are really just picking one maximal probability atom of the other to get the purely atomic part.
May 5 at 17:41 comment added Iosif Pinelis @MichaelGreinecker : Do you think DC is enough for Step (i)?
May 5 at 17:38 comment added Iosif Pinelis @MichaelGreinecker : Here it was just shown how the closedness of the range of a purely atomic probability measure reduces to the sequential compactness.
May 5 at 17:33 comment added Michael Greinecker I see. That is basically the sequential compactness of $\{0,1\}^\mathbb{N}$, which does follow from DC.
May 5 at 17:27 comment added Iosif Pinelis Previous comment continued: Using the diagonal choice argument, we get $c_{n_k,i}\to c_i$ as $k\to\infty$ for some strictly increasing sequence $(n_k)$ of natural numbers, some $c_i$'s in $\{0,1\}$, and all $i$, whence $p=\lim_{k\to\infty}P(A_{n_k})=\sum_{1\le i<m}c_i P(C_i)=P(\bigcup_{i\in I,c_i=1}C_i)$, so that $p$ is in the range of $P_a$.
May 5 at 17:27 comment added Iosif Pinelis @MichaelGreinecker : Let $(C_i)_{i\in I}$ be a family of distinct (and hence wlog pairwise disjoint) atoms of the purely atomic probability measure $P_a$ such that $\bigcup_{i\in I}C_i=\Omega$, so that $I$ is at most countable and hence wlog $I$ the set of all integers in the set $[1,m]$ for some $m\in\{1,\dots,\infty\}$. Suppose $P_a(A_n)\to p$. For each $n$ and some $c_{n,i}$'s in $\{0,1\}$, $P(A_n)=\sum_{1\le i<m}c_{n,i}P(C_i)$.
May 5 at 17:07 comment added Michael Greinecker In that case, I simply don't understand what the diagonal choice argument is.
May 5 at 16:24 comment added Iosif Pinelis Previous comment continued: We know that DC is enough for Steps (ii) and (iii). If DC is enough for Step 1 (which I hope it is), then DC is enough for the highlighted result.
May 5 at 16:24 comment added Iosif Pinelis @MichaelGreinecker : If I am not mistaken, we can deduce the closedness of the range of a probability measure $P$ from Sierpiński's theorem using the following steps. (i) Represent $P$ as $(1-t)P_a+tP_{na}$, where $t\in[0,1]$, $P_a$ is a purely atomic probability measure, and $P_{na}$ is a non-atomic probability measure. (ii) The range of $P_{na}$ is $[0,1]$, by Sierpiński's theorem. (iii) The range of $P_a$ is closed, by the diagonal choice argument. So, by (i)--(iii), the range of $P$ is closed, and hence the highlighted result follows.
May 5 at 15:48 comment added Michael Greinecker I'm not sure how the argument works, but if you mean the kind of argument that constructs a convergent subsequence from a sequence of subsequences, that does work with DC.
May 5 at 14:37 comment added Iosif Pinelis @MichaelGreinecker : Thank you for your comment. Now the highlighted result should follow, using the diagonal choice argument, right? And for the diagonal choice argument, DC is enough, right?
May 5 at 14:23 comment added Michael Greinecker At least concerning the linked result of Sierpiński, there is a DC-only proof at mathoverflow.net/a/225689/35357
May 5 at 14:00 comment added Joel David Hamkins I was imagining that one would find the desired set by choosing things successively in a countable sequence, so as to get close to $p$, as desired. Such an argument would be a proof from DC, but I don't yet have a proof. I'm not sure which way it will go.
May 5 at 13:56 comment added Iosif Pinelis @JoelDavidHamkins : Thank you for your comment. To my eye, untrained in mathematical logic, DC looks like "sure, how can it be otherwise?". :-) On the other hand, I guess the highlighted statement cannot proved without DC -- what is your opinion/intuition (or more than that?) about this? Anyhow, I would accept a proof using only DC (hopefully I would be able to understand it).
May 5 at 13:37 comment added Joel David Hamkins Oftentimes with measure and probability, one seeks to eliminate the axiom of choice, but keep dependent choice (and hence also countable choice), since DC enables an adequate theory of measure. But is that what you would allow here? It seems likely one could answer positively with DC.
May 5 at 12:56 history edited Iosif Pinelis CC BY-SA 4.0
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May 5 at 12:50 history edited Iosif Pinelis
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May 5 at 12:44 history edited Iosif Pinelis CC BY-SA 4.0
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May 5 at 12:37 history edited Iosif Pinelis CC BY-SA 4.0
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May 5 at 12:13 history asked Iosif Pinelis CC BY-SA 4.0