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Reference request: rates of weak convergence of Polish space-valued random variables
Let $(E,\mathscr{E})$ be a Polish space $E$ together with its Borel $\sigma$-algebra $\mathscr{E}$. Let $(\Omega, \mathscr{F},P)$ be a probability space and let $(X^{(n)})_{n \in \mathbb{N}}$ be a ...
- 131
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A local base for space of probability measures with Prohorov metric
Let $S$ be a Polish space. Let $P(S)$ denote the space of probability measures on $(S,\mathcal{B})$, where $\mathcal B$ is the Borel-$\sigma$-algebra over $S$. Equip $P(S)$ with the Prohorov metric. I ...
- 111
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Generating the sigma algebras on the set of probability measures
I was wondering if somebody could help me see/provide a reference to the following fact: Let $X$ be a metrizable set, $\mathcal{F}$ the corresponding Borel sigma-algebra on $X$, and $\triangle\left(X,\...
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