Related papers: The Riesz representation theorem and weak${}^*$ co…
A uniformly continuously integrable sequence of real-valued measurable functions, defined on some probability space, is relatively compact in the $\sigma(L^1,L^\infty)$ topology. In this paper, we link such a result to weak convergence…
Let $E$ be a Banach space such that $E'$ has the Radon-Nikod\'ym property. The aim of this work is to connect relative weak compactness in the $E$-valued martingale Hardy space $H^{1}(\mu,E)$ to a convex compactness criterion in a weaker…
We generalize various notions of stability of invariant sets of dynamical systems to invariant measures, by defining a topology on the set of measures. The defined topology is similar, but not topologically equivalent to weak* topology, and…
We provide a compactness criterion for the set of laws $\mathfrak{P}^{ac}_{sem}(\Theta)$ on the Skorokhod space for which the canonical process $X$ is a semimartingale having absolutely continuous characteristics with differential…
Riesz representation theorem, Daniell-Stone theorem for Daniell integrals and Stone's representation theorem for probability and measure algebras are three important classical results in analysis concerning existence of measures with…
Prokhorov's Theorem in probability theory states that a family $\Gamma$ of probability measures on a Polish space is tight if and only if every sequence in $\Gamma$ has a weakly convergent subsequence. Due to the highly non-constructive…
We prove that if $K$ is a compact space and the space $P(K\times K)$ of regular probability measures on $K\times K$ has countable tightness in its $weak^*$ topology, then $L_1(\mu)$ is separable for every $\mu\in P(K)$. It has been known…
We establish general results for weak relative compactness of sequences of It\^o integrals with respect to Skorohod's functional M1 topology, under general conditions. Moreover, we are able to explicitly characterise the form of the limit…
Skorokhod's representation theorem states that if on a Polish space, there is defined a weakly convergent sequence of probability measures $\mu_n\stackrel{w}\to\mu_0,$ as $n\to \infty$, then there exist a probability space $(\Omega,…
A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…
We show that a relatively ergodic extension of measure-preserving dynamical systems has relative discrete spectrum if and only if it can be represented as a skew-product by a bundle of compact homogeneous spaces. Our result holds without…
We initiate a study of cohomological aspects of weakly almost periodic group representations on Banach spaces, in particular, isometric representations on reflexive Banach spaces. Using the Ryll-Nardzewski fixed point Theorem, we prove a…
The present paper consists of two parts. In the first part, we prove a noncommutative analogue of the Riesz(-Markov-Kakutani) theorem on representation of functionals on an algebra of continuous functions by regular measures on the…
We collect several foundational results regarding the interaction between locally compact spaces, probability spaces and probability algebras, and commutative $C^*$-algebras and von Neumann algebras equipped with traces, in the…
We conjecture that the set of homogeneous probability measures on the maximal Satake compactification of an arithmetic locally symmetric space $S=\Gamma\backslash G/K$ is compact. More precisely, given a sequence of homogeneous probability…
A classical result of Strassen asserts that given probabilities $\mu, \nu$ on the real line which are in convex order, there exists a \emph{martingale coupling} with these marginals, i.e.\ a random vector $(X_1,X_2)$ such that $X_1\sim \mu,…
Over the years a number of topologies for the set of laws of stochastic processes have been proposed. Building on the weak topology they all aim to capture more accurately the temporal structure of the processes. In a parallel paper we show…
The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…
We are concerned with the global weak continuity of the Cartan structural system -- or equivalently, the Gauss--Codazzi--Ricci system -- on semi-Riemannian manifolds with lower regularity. For this purpose, we first formulate and prove a…
We review the relation between compact asymptotic spectral measures and certain positive asymptotic morphism on locally compact spaces via asymptotic Riesz representation theorem, as introduced by Martinez and Trout [3]. Applications to…