English

Finitely-additive, countably-additive and internal probability measures

Logic 2020-10-07 v1

Abstract

We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is infinitesimal. As an application to standard probability theory, we show that every finitely-additive Borel probability measure PP on a separable metric space is a limit of a sequence of countably-additive Borel probability measures if and only if the space is totally bounded.

Keywords

Cite

@article{arxiv.2010.02463,
  title  = {Finitely-additive, countably-additive and internal probability measures},
  author = {Haosui Duanmu and William Weiss},
  journal= {arXiv preprint arXiv:2010.02463},
  year   = {2020}
}

Comments

17 pages

R2 v1 2026-06-23T19:04:20.917Z