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Does the compactness of parameter of distribution function imply the compactness of the distribution (or probability measure) in Wasserstein space?
For a family of probability measures sharing the same form of distribution function $F(x; p)$ with different parameters (i.e., $p$'s), if the parameter falls in a compact subset of real line, can we ...
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Is the separability of the space needed in the proof of the Prohorov's theorem?
The Section 5 of the book:
Billingsley, P., Convergence of Probability Measures, 1999,
studies Prohorov's theorem. A short reminder is given below.
Let $\Pi$ be a family of probability measures on ...
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