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 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.
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