All Questions

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 ...

Fix $c>1$. Let $(X,d)$ be a separable compact metric space, does there necessarily exist a Borel probability measure $\nu$ on $(X,d)$ such that $\operatorname{sup}_{x \in X,r>0}\frac{\nu(\...

Consider a probability space $(X,F,\mu)$, and the quotient $G$ of the sigma-algebra $F$ by its null sets. Endow $G$ with the metric $d(A,B) = \mu(A \triangle B)$. Is $(G,d)$ a compact metric space? ...