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Real-valued functions of real variable, analytic properties of functions and sequences, limits, continuity, smoothness of these.
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Measurable sets of probability measures $\{\mu \in M: (\mu \times \mu)(A) \in B\} \in \maths...
Let $(X,\mathscr{F})$ be a measurable space, and let $M$ be the set all probability measures $\mu: \mathscr{F} \to [0,1]$. Let us denote with $\mathscr{M}$ the $\sigma$-algebra on $M$ generated by the …