
handle: 11587/366456 , 11587/103143
The author introduces a new metric in the space of positive measures on a separable metric space, the convergence in which is equivalent to weak convergence. Let S be a totally bounded metric space, let M be the space of signed measures on the Borel \(\sigma\)-algebra of S, \(M^+\) be the subset of positive measures and let U be the normed space of bounded uniformly continuous real functions on S with sup-norm. A countable set \(H=(\Phi_ n)_ n\) which is everywhere dense in U defines the following metric on M: \[ d_ H(\mu,\nu)=\sum^{\infty}_{n=1}(1/2^ n\| \Phi_ n\|)| \int_{S}\Phi_ nd\mu -\int_{S}\Phi_ nd\nu |,\quad \mu,\nu \in M. \] The author shows that if \(\mu_ n\in M\) and \(\mu_ n\to \mu\) weakly, then \(d_ H(\mu_ n,\mu)\to 0\). If \(\mu_ n\in M^+\), then the converse statement is also true, i.e. \(d_ H(\mu_ n,\mu)\to 0\) implies that \(\mu_ n\to \mu\) weakly.
totally bounded metric space, weak convergence of measures, Spaces of measures, convergence of measures, Convergence of probability measures
totally bounded metric space, weak convergence of measures, Spaces of measures, convergence of measures, Convergence of probability measures
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