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For questions involving the concept of convexity

7 votes
1 answer
409 views

Convex representation of a measure

Let $\mathcal P(X)$ denote the space of all probability measure defined on a measurable space $X$. We canonically endow the former with its own measurability structure, generated by evaluation maps. L …
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2 votes
Accepted

Convex hulls of families of probability measures

Many thanks to Gerald Edgar and D. Kelleher for their answers. I am (and was) a little familiar with the Choquet's theory and tried to find the answer to OP and similar questions there (mostly in "Le …
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7 votes
3 answers
2k views

Convex hulls of families of probability measures

Let $X$ be a standard Borel space, so that the space of Borel probability measures on $X$ is also a standard Borel space. We denote it by $\mathcal P(X)$. In this paper for any family of probability m …
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