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Timeline for Is total variation continuous?

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Feb 23, 2011 at 7:04 vote accept zzzhhh
Feb 22, 2011 at 18:22 comment added Ori Gurel-Gurevich I'm really nor very good with books recommendations, but any rigorous book on probability theory should be helpful. Perhaps the following reformulation will help: the space is just $I=[0,1]$. $\mu$ is the Lebesgue measure restricted to $I$. $I_n$ is the set of all reals in $I$ whose $n$-th binary digit is 0. $\mu_n$ is twice the Lebesgue restricted to $I_n$, i.e. $\mu_n(A)=2\mu(A \cap I_n)$. Then for every measurable $A$ we have $\mu_n(A) \to \mu(A)$, but the total variation distance between any $\mu_n$ and $\mu$ is 1.
Feb 22, 2011 at 10:40 comment added zzzhhh I refrained from asking what is total measure. Could you please refer me to a textbook containing conceptions like uniform measure, total measure so that I can understand your reply after reading it? Thanks!
Feb 21, 2011 at 18:57 comment added Ori Gurel-Gurevich The uniform measure is the probability measure of total measure 1, and for each $i$, $\mathbb{P}(x_i=0)=\frac12$ independently.
Feb 21, 2011 at 11:00 comment added zzzhhh Sorry but what is the uniform measure?
Feb 20, 2011 at 6:00 history answered Ori Gurel-Gurevich CC BY-SA 2.5