All Questions
Tagged with gn.general-topology pr.probability
79
questions
3
votes
1
answer
147
views
Existence of disintegrations for improper priors on locally-compact groups
In wide generality, the disintegration theorem says that Radon probability measures admit disintegrations. I'm trying to understand the case when we weaken this to infinite measures, specifically ...
CommunityBot
- 1
0
votes
0
answers
116
views
Uncountable collections of sets with positive measures
Let $X$ be a compact metric space and let $T: X \rightarrow X$ be continuous. Let $\mu$ be a $T$-invariant Borel probability measure (which we can always find by the Krylov-Bogoliubov theorem).
Let $(...
3
votes
1
answer
971
views
"Relative compactness of a family of probability measures" and relative compactness & sequential compactness of sets
I'm studying Billingsley's convergence of probability measures, and wondering why the definition of "Relative compactness of a family of probability measures" reasonable.
In the discussion ...
CommunityBot
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2
votes
1
answer
269
views
Measurability of Markov kernel wrt the Borel $\sigma$-algebra generated by the weak topology
Consider two Polish metric probability spaces $(\mathcal{A}, \Sigma_\mathcal{A})$ and $(\mathcal{B}, \Sigma_\mathcal{B})$, endowed with their Borel $\sigma$-algebras. Denote as $\mathcal{P}_\mathcal{B}...
CommunityBot
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2
votes
0
answers
45
views
$\sigma$-compactness of probability measures under a refined topology
Denote Polish spaces $(X, \tau_x)$ and $(Y, \tau_y)$, where $X$ and $Y$ are closed subsets of $\mathbb{R}$. Consider a Borel measurable function $f: (X \times Y, \tau_x \times \tau_y) \rightarrow \...
- 195
4
votes
0
answers
94
views
Is the range of a probability-valued random variable with the variation topology (almost) separable?
Let $X$ and $Y$ be uncountable Polish spaces, $\Delta(Y)$ be the space of Borel probability measures on $Y$ endowed with the Borel $\sigma$-algebra induced by the variation distance, and let $g:X\to \...
- 12.3k
3
votes
0
answers
117
views
Eigenvalues of random matrices are measurable functions
I have read that if a random matrix is hermitian then its eigenvalues are continuous, hence also measurable.
If the random matrix is not hermitian, the eigenvalues are not continuous in some cases. ...
- 31
17
votes
3
answers
1k
views
Is there a natural measurable structure on the $\sigma$-algebra of a measurable space?
Let $(X, \Sigma)$ denote a measurable space. Is there a non-trivial $\sigma$-algebra $\Sigma^1$ of subsets of $\Sigma$ so that $(\Sigma, \Sigma^1)$ is also a measurable space?
Here is one natural ...
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6
votes
0
answers
679
views
What is the structure of a space of $\sigma$-algebras?
Let $X$ be a compact metric space, and consider the Banach space $\Omega = C(X,\mathbb R)$ of continuous, real-valued functions on $X$, equipped with the supremum norm. Let $\delta_x \in \Omega^*$ be ...
- 59.4k
1
vote
0
answers
81
views
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
3
votes
0
answers
143
views
Any reference on Jensen inequality for measurable convex functions on a Hausdorff space?
I asked this question on math.stackexchange and I was suggested that asking it may be more appropriate. This is part of my research which tries to extend some of Choquet's theory to some non-compact ...
- 170
1
vote
0
answers
77
views
Density of Lipschitz functions in Bochner space with bounded support
Let $X$ and $Y$ be separable and reflexive Banach spaces with Schauder bases. Let $\mu$ be a non-zero finite Borel measure on $X$ and let $L^p(X,Y;\mu)$ denote the (Boehner) space of strongly p-...
- 59.4k
0
votes
2
answers
148
views
Show that the set of strictly stationary, mean zero and finite variance stochastic processes is closed (or not)
Let $\mathcal{P}$ be the set of real-valued and strictly stationary processes with expectation zero and finite variance, i.e.:
\begin{equation}
\mathcal{P}:=\left\{ X = (X_t)_{t \in \mathbb{Z}} \, ...
- 111k
5
votes
1
answer
202
views
Is the topology of weak+Hausdorff convergence Polish?
Let $X$ be a compact metric space, $P_X$ the set of Borel probability measures on $X$, and $K_X$ the set of non-empty closed subsets of $X$. I will define the "topology of weak+Hausdorff ...
- 40.2k
2
votes
1
answer
324
views
General topology book recommendation for advanced probability theory
I would like to know if anyone could suggest a general topology book for a deeper understanding of probability at advanced level. If there is an advanced topology book oriented to probabilists, I ...
- 13.9k
2
votes
3
answers
396
views
Looking for a reference: $f$-divergences are lower semicontinuous
I know that the weak lower semi-continuity of the KL divergence was proved in [1]. If I remember well, the same property is true for any $f$ divergence (with suitable assumptions on the probability ...
- 271
1
vote
1
answer
272
views
Extension of measurable function from dense subset
Let $M$ be a compact riemannian manifold equipped with a geodesic distance and let $\mathcal{B}(M)$ be the borel sigma algebra generated by the geodesic distance. Let $(\Omega,\mathcal{F},\mathbb{P})$...
- 111k
1
vote
1
answer
132
views
A question about pushforward measures and Peano spaces
Specifically my question is the following: Let $P$ be a Peano space. If $(P,\sigma,\mu)$ and $(P,\sigma,\nu)$ are both nonatomic probability measures, does there exist a continuous function $f:P\to P$ ...
- 40.2k
1
vote
1
answer
207
views
Is the topology generated by the convergence of finite-dimensional distributions metrizable?
Let $\mathbf{D} := D([0,1]; \mathbb{R}^d)$ be the Skorokhod space (equipped with the Skorokhod metric) of càdlàg functions, and let $X = (X_t)_{t \geq 0}$ be its canonical process. The space of ...
- 206
2
votes
1
answer
135
views
Probability measures on a dense subset
Let $D\subseteq X$ be a dense subset of a separable metric space $X$. Let $P(D)$ and $P(X)$ respectively denote the probability measures on $D$ and on $X$ with their weak topologies. Then, if we ...
- 1,804
2
votes
2
answers
199
views
non-homogeneous counting process
Consider a counting process $\{N(t), t\geq 0\}$ where the time distribution between any two consecutive events, say $k$ and $k+1$ has a Poisson rate $\lambda(k)$, which is an explicit function of $k$....
- 1,931
2
votes
1
answer
127
views
Covering of discrete probability measures
Let $\mathcal{P}_{n:+}(\mathbb{R})$ denote the set of probability measures on $\mathbb{R}$ for the form $\sum_{i=1}^n k_i \delta_{x_i}$ where $k_i>0$. Then any measure in $\mathcal{P}_{n:+}(\...
- 111k
3
votes
1
answer
75
views
Continuous selection parameterizing discrete measures
Let $\mathcal{P}_n(\mathbb{R})$ denote the set of probability measures on $\mathbb{R}$ for the form $\sum_{i=1}^n k_i \delta_{x_i}$. Then any measure in $\mathcal{P}_n(\mathbb{R})$ is in the image of ...
- 111k
1
vote
0
answers
50
views
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
2
votes
1
answer
148
views
Polish spaces and isomorphisms
An isomorphism between two measurable spaces $(X_1,\mathcal{B}_1), (X_2,\mathcal{B}_2)$ is a measurable bijection $f:X_1\rightarrow X_2$ whose inverse is also measurable.
QUESTION. Can there be an ...
- 12.3k
3
votes
1
answer
142
views
Density of $C(X,\operatorname{co}\{\delta_y\}_{y \in Y})$ in $C(X,\mathcal{P}(Y))$
Let $X,Y$ be locally-compact Polish spaces, equip the set $\mathcal{P}(Y)$ of probability measures on $Y$ with the weak$^{\star}$ topology (topology of convergence in distribution), and equip $C(X,\...
- 111k
0
votes
1
answer
264
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Explicit examples of (probability) measures on $\prod \mathbb{R}$
Let $\prod_{n \in \mathbb{N}} \mathbb{R}$ be equipped with the Tikhonov product of the Euclidean topologies on $\mathbb{R}$ and let $B$ the corresponding Borel $\sigma$-algebra. What is are some ...
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-1
votes
2
answers
341
views
$X$ is Polish and $N$ is countable. Is $N^X$ Polish? [closed]
$X$ is a separable, completely metrizable topological space equipped with its sigma algebra of Borel sets. $N$ is a countable space.
$X^N$ is the collection of all mappings from $N$ to $X$. It is ...
CommunityBot
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9
votes
1
answer
4k
views
What are some characterizations of the strong and total variation convergence topologies on measures?
I asked this question on StackExchange a few days ago but didn't get any response, so I thought I would try here.
The Wikipedia article on convergence of measures defines three kinds of convergence: ...
- 43
0
votes
0
answers
58
views
Specific property of borelian sigma-algebras
Let X be a set and S a sigma-algebra on X.
Let us name borelian sigma-algebra on X a sigma-algebra that is generated by a topology T on X. Given that it is possible for a set X that some sigma-...
- 2,591
2
votes
1
answer
116
views
Size of the orbit of a dense set
This question is a follow-up to: this post.
Let $X$ be a separable Banach space, $\phi\in C(X;X)$ be an injective continuous non-affine map, and $A$ be a dense $G_{\delta}$ subset of $X$. How big ...
- 40.2k
7
votes
1
answer
841
views
Reference request: norm topology vs. probabilist's weak topology on measures
Let $(X,d)$ be a metric space and $\mathcal{M}(X)$ be the space of regular (e.g. Radon) measures on $X$. There are two standard topologies on $\mathcal{M}(X)$: The (probabilist's) weak topology and ...
- 3,254
7
votes
1
answer
230
views
Comparison of several topologies for probability measures
Let $X$ be a compact metric space and denote $\mathcal M(X)$ the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\operatorname{supp} \mu$ for the support of $\mu$. As is well ...
- 7,274
1
vote
0
answers
142
views
Clarification about the ϵ -net argument
I have been reading the paper Do GANs learn the distribution? Some theory and empirics.
In Corollary D.1, they reference the paper Generalization and Equilibrium in Generative Adversarial Nets which ...
- 19
2
votes
1
answer
187
views
Non-uniqueness in Krylov-Bogoliubov theorem
So apparently the Krylov-Bogoliubov theorem says that every continuous function $f:X\to X$ on a compact metrizable space $X$ has an invariant probability measure $\mu$.
Of course, if $X$ is just a ...
- 16.5k
1
vote
0
answers
66
views
Showing that $b$ is a inner point of $\mathcal{G}$ where $\mathcal{G}$ is a subset of $\mathbb{R}^{N+3}$ determined by $\mathcal{M}^{+}$
Let $(\Xi,\mathscr{E})$ be a measurable space, $(\mathbb{R_{+}},\mathfrak{B})$ other measurable space where $\mathfrak{B}$ a $\sigma$-algebra. We consider the measurable space $(\Xi\times\Xi\times\...
- 19
3
votes
1
answer
214
views
Is there a canonical uniform probability measure on compact subsets of Banach spaces?
One can construct a finite measure on a compact metric space $(X,d)$ by the following procedure:
Fix a non-negative sequence $\{\epsilon_n\}$, $\epsilon_n \to 0$. Let $Y_{\epsilon_n}$ be the minimal ...
- 71
7
votes
0
answers
3k
views
What is vague convergence and what does it accomplish?
For convenience, let's say that I have a locally compact Hausdorff space $X$ and am concerned with probability measures on its Borel $\sigma$-algebra $\mathcal{B}(X)$. Natural vector spaces to ...
CommunityBot
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1
vote
0
answers
77
views
Random variables with values in binary operations or in topologies of a certain set $X$
I wonder if the following situations have already been considered by mathematicians :
Random variables with values in a set of binary operations endowed
with a certain topology (or just with a $\...
- 129
1
vote
0
answers
83
views
The role of absolute continuity in stochastic ordering defined over sets of probability distributions
This question is about a claim given in this paper (page 261, the remark), but without any proof.
It simply says that if two sets of probability distributions, $\mathscr{P}_0$ and $\mathscr{P}_1$ (...
- 349
2
votes
1
answer
259
views
Measurability of integrals with respect to different measures
Let $Y$ be a locally compact Hausdorff topological space (further assumptions like metrizability, separability, etc., may be added if necessary) and let $\mathscr Y$ denote the Borel $\sigma$-algebra ...
CommunityBot
- 1
3
votes
1
answer
269
views
Is it possible for a random nowhere dense closed set to have a positive probability of hitting any given point?
Given a compact metrisable topological space $X$, we write $\mathcal{N}(X)$ for the set of non-empty closed nowhere dense subsets of $X$, which is a Polish space under the topology induced by the ...
- 658
1
vote
1
answer
267
views
Topologies for which the ensemble of probability measures is complete
I have been struggling quite a bit with reconciling my intuitive understanding of probability distributions with the weird properties that almost all topologies on probability distributions possess.
...
CommunityBot
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8
votes
1
answer
351
views
Can we recover a topological space from the collection of Borel probability measures living on it?
Let $(X, \tau)$ be a topological space, and $\mathcal{P}(X, \tau)$ be the Borel probability measures living on $X$. Can we recover $(X, \tau)$ from $\mathcal{P}(X, \tau)$?
- 33.5k
1
vote
0
answers
33
views
Defining connectivity between K points on a periodic domain in terms of proximity
THE SITUATION:
Begin by taking a periodic strip of length 2*Pi. Then use a uniform distribution to place K points (x1,…, xk) on the strip by assigning each of them a randomly sampled number. Then ...
- 11
4
votes
1
answer
525
views
convergence of integral for each bounded function in probability
Let $\mu, \mu_1, \mu_2, \dots$ be random measures on
a Polish space (separable completely metrizable topological space) $(S, {\mathcal S})$.
Suppose I know that
$$\int f d \mu_n \to \int f d\mu$$
...
- 534
4
votes
2
answers
707
views
Polish by compact is Polish?
Let $X,Y$ be separable and metrizable, with $Y$ Polish, and suppose there is a topological quotient map $f:X\to Y$ with compact fibers. Is $X$ Polish?
I have a specific space in mind, so if the ...
- 13.9k
-1
votes
1
answer
148
views
Continuity of function mapping $\mathcal{P}(\mathcal{P}(X))$ to $\mathcal{P}(X)$ [closed]
Given a topological space $Y$, let $\mathcal{P}(Y)$ be the set of all probability measures on $Y$, endowed with the weak* topology.
Let $X$ be a topological space (for convenience, it might be Polish ...
- 2,331
3
votes
1
answer
281
views
Relatively compact sets in Ky Fan metric space
Let $(\Omega,P,\mathcal{F})$ be a probability space. $X$, $Y$ are two random variables. The Ky Fan metric defined as: $d_F(X,Y)=\inf\{\epsilon: P(|X-Y|> \epsilon)<\epsilon\}$ (or $d'_F(X,Y)=E \...
- 28.8k
1
vote
0
answers
256
views
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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