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arXiv · 2010.02463

Finitely-additive, countably-additive and internal probability measures

Haosui Duanmu·William Weiss
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Abstract

We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is infinitesimal. As an application to standard probability theory, we show that every finitely-additive Borel probability measure $P$ on a separable metric space is a limit of a sequence of countably-additive Borel probability measures if and only if the space is totally bounded.

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Haosui Duanmu, William Weiss. 2020-10-06. Finitely-additive, countably-additive and internal probability measures. https://arxiv.org/abs/2010.02463

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