Arbeitspapier

Probability measures on product spaces with uniform metrics

For a countable product of complete separable metric spaces with a topology induced by a uniform metric, the set of Borel probability measures coincides with the set of completions of probability measures on the product o-algebra. Whereas the product space with the uniform metric is non-separable, the support of any Bofrel measure is separable, and the topology of weak convergence on the space of Borel measures is metrizable by both the Prohorov metric and the bounded Lipschitz metric.

Language
Englisch

Bibliographic citation
Series: Preprints of the Max Planck Institute for Research on Collective Goods ; No. 2017/6

Classification
Wirtschaft
Mathematical Methods
Noncooperative Games
Subject
Borel measures
product spaces with uniform metrics
completions of product o-algebras
universal type space
separability of supports
metrizability of weak convergence

Event
Geistige Schöpfung
(who)
Hellwig, Martin
Event
Veröffentlichung
(who)
Max Planck Institute for Research on Collective Goods
(where)
Bonn
(when)
2017

Handle
Last update
10.03.2025, 11:41 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Hellwig, Martin
  • Max Planck Institute for Research on Collective Goods

Time of origin

  • 2017

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