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Let $\Omega$ be a metric space, $C_b(\Omega)$ the space of all real-valued bounded continuous functions on $\Omega$, and $\mathcal{M}(\Omega)$ the space of all finite signed Borel measures on $\Omega$...

I'm reading a proof of below theorem from this paper. Theorem A.3. Let $\Omega$ be a locally compact normal Hausdorff space. Let $\left\{\mu_n\right\} \cup\{\mu\} \subset \mathcal{M}(\Omega)$ and ...

Background: I work on a SPDE problem where in order to apply Prokhorov's theorem I need that some measure space is Polish space. And additionaly it would be good if that space is Banach space. Earlier ...

Let $X$ and $Y$ be random variables taking values in a separable metric space $(S,d)$. The metric I have in mind is $$\rho(X,Y) = \mathbb{E}[\min\{d(X,Y),1\}]$$ if $X$ and $Y$ take values in the a ...