Weak convergence on non-separable metric spaces

Abstract

AbstractFor certain problems in the weak convergence theory of probability measures on non-separable metric spaces it is convenient to consider measures defined on a σ-field B0 smaller than the Borel σ-field. A suitable theory has been developed by Dudley and Wichura. In this paper it is shown that some of the key results in that theory can be deduced directly from the better known weak convergence theory for Borel measures. This is achieved by a remetrization of the underlying space to make it separable. The σ-field B0 contains the new Borel σ-field and weak convergence in Dudley's sense becomes equivalent to convergence of restrictions of the measures to the latter σ-field.1980 Mathematics Subject Classification (Amer. Math. Soc.): primary 60 B 10, 60 B 05.