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Jonas T
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Does Dudley's theorem hold for nonseparable metric spaces?

Dudley's theorem (1966) states that if $(X, d)$ is a metric space and if $X$ is separable and $\mu$, $\mu_i$ are Borel probability measures then $\mu_i \to \mu$ narrowly iff $d_{\text{BL}}(\mu_i, \mu) \to 0$ where $d_{\text{BL}}$ is the bounded Lipschitz metric.

The proof uses Arzela-Ascoli, but I wonder what would be a counterexample if $X$ isn't separable? From right-to-left still works.

Jonas T
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  • 5
  • 14