Sections, Selections and Prohorov's Theorem
V. Gutev, V. Valov

TL;DR
This paper generalizes Prohorov's theorem for Radon probability measures using usco mappings, extending its applicability to completely metrizable and sieve-complete spaces through classical selection theorems.
Contribution
It introduces a new generalization of Prohorov's theorem utilizing usco mappings, broadening its scope to more general topological spaces.
Findings
Generalization of Prohorov's theorem for usco mappings
Application of Michael's selection theorem in metrizable spaces
Extension to sieve-complete spaces
Abstract
The famous Prohorov theorem for Radon probability measures is generalized in terms of usco mappings. In the case of completely metrizable spaces this is achieved by applying a classical Michael result on the existence of usco selections for l.s.c. mappings. A similar approach works when sieve-complete spaces are considered.
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Taxonomy
TopicsAdvanced Topology and Set Theory · Stochastic processes and financial applications · Mathematical Analysis and Transform Methods
