All Questions
Tagged with gn.general-topology pr.probability
79
questions
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 $(...
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
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 ...
- 8,322
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-...
- 21
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}} \, ...
- 135
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 ...
- 658
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 ...
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 $(\Omega,\mathcal{F},\mathbb{P})$...
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
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}...
- 271
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 $f:P\to P$ ...
- 33
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 ...
- 277
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 ...
- 5,001
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 $k$....
- 31
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 ...
- 31
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:+}(\...
- 5,001
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 ...
- 5,001
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 ...
- 41.2k
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,\...
- 5,001
0
votes
1
answer
264
views
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 ...
- 5,001
-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 ...
- 263
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 ...
- 63
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 ...
- 680
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 ...
- 243
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 ...
- 24.5k
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 ...
- 31
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 ...
- 899
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 ...
- 395
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.
...
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
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 $\mathcal{P}(X, \tau)$?
user76098
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
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 ...
- 512
-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 ...
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
$$\int f d \mu_n \to \int f d\mu$$
...
- 253
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 \...
- 485
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,\...
- 11
0
votes
0
answers
154
views
question about the tightness of probability measures for a general topological space
Let $(E,\mathcal{X})$ be a topological space and denote by $\mathcal{F}$ its collection of Borel subsets referred to $\mathcal{X}$. Now let $\mathcal{P}$ be the set of all probabilities on $(E,\...
- 1,827
4
votes
1
answer
1k
views
Quotients of standard Borel spaces
Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation $\sim_f\...
- 1,595
-1
votes
1
answer
75
views
Finiteness of "novel variance" from a kernel on a compact space [closed]
Let $c(i,i')$ be a kernel function on a reasonable index space $I$. Choose a dense sequence of points $\{i_1, i_2, \cdots \} \subseteq I$, and define the one-point kernel functions $k_n := c(\cdot, ...
- 8,322