Effective weak convergence and tightness of measures in computable Polish spaces
Fuente:
arXiv
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866911056595517440 |
|---|---|
| author | Rojas, Diego A. |
| author_facet | Rojas, Diego A. |
| contents | Prokhorov's Theorem in probability theory states that a family $Γ$ of probability measures on a Polish space is tight if and only if every sequence in $Γ$ has a weakly convergent subsequence. Due to the highly non-constructive nature of (relative) sequential compactness, however, the effective content of this theorem has not been studied. To this end, we generalize the effective notions of weak convergence of measures on the real line due to McNicholl and Rojas to computable Polish spaces. Then, we introduce an effective notion of tightness for families of measures on computable Polish spaces. Finally, we prove an effective version of Prokhorov's Theorem for computable sequences of probability measures. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_21609 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Effective weak convergence and tightness of measures in computable Polish spaces Rojas, Diego A. Logic Logic in Computer Science 03D78 Prokhorov's Theorem in probability theory states that a family $Γ$ of probability measures on a Polish space is tight if and only if every sequence in $Γ$ has a weakly convergent subsequence. Due to the highly non-constructive nature of (relative) sequential compactness, however, the effective content of this theorem has not been studied. To this end, we generalize the effective notions of weak convergence of measures on the real line due to McNicholl and Rojas to computable Polish spaces. Then, we introduce an effective notion of tightness for families of measures on computable Polish spaces. Finally, we prove an effective version of Prokhorov's Theorem for computable sequences of probability measures. |
| title | Effective weak convergence and tightness of measures in computable Polish spaces |
| topic | Logic Logic in Computer Science 03D78 |
| url | https://arxiv.org/abs/2410.21609 |