A note on the σ-compactness of sets of probability measures on metric spaces

Fernando Luque-Vásquez; J. Adolfo Minjárez-Sosa

doi:10.1016/j.spl.2013.10.015

A note on the σ-compactness of sets of probability measures on metric spaces

Fernando Luque-Vásquez, J. Adolfo Minjárez-Sosa^*

^*Corresponding author for this work

Departamento de Matemáticas

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

In this note we prove the σ-compactness of a set of probability measures with finite expectation, defined on metric spaces. Our result is motivated by the problem of the existence of measurable selectors for multifunctions in decision problems where the action space is a set of probability measures.

Original language	English
Pages (from-to)	212-214
Number of pages	3
Journal	Statistics and Probability Letters
Volume	84
Issue number	1
DOIs	https://doi.org/10.1016/j.spl.2013.10.015
State	Published - Jan 2014

Bibliographical note

Funding Information:
Work supported partially by Consejo Nacional de Ciencia y Tecnologia (CONACyT) under grant CB2010/154612 and by Red de CA-PROMEP “Control de Sistemas Estocásticos” .

Keywords

Measurable selection theorems
Probability measures
σ-compactness

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10.1016/j.spl.2013.10.015

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abstract = "In this note we prove the σ-compactness of a set of probability measures with finite expectation, defined on metric spaces. Our result is motivated by the problem of the existence of measurable selectors for multifunctions in decision problems where the action space is a set of probability measures.",

keywords = "Measurable selection theorems, Probability measures, σ-compactness",

author = "Fernando Luque-V{\'a}squez and {Adolfo Minj{\'a}rez-Sosa}, J.",

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KW - Measurable selection theorems

KW - Probability measures

KW - σ-compactness

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A note on the σ-compactness of sets of probability measures on metric spaces

Abstract

Bibliographical note

Keywords

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