Portmanteau theorem for unbounded measures (Q850190): Difference between revisions

\((X, d)\) is a metric space, \( \mathcal{B}(X)\) the class of Borel subsets of \(X\). A neighbourhood (nbd.) \(B\), of a point \( x_{0} \in X\), which is also a Borel set, is called a Borel nbd. of \( x_{0} \in X\). For a point \( x_{0} \in X\), \( \mathcal{C}(X)\), \( \mathcal{C}_{x_{0}}(X)\), \(BL_{x_{0}}\), respectively, denote the space of real-valued bounded continuous functions on \(X\), the set of all elements of \( \mathcal{C}(X)\) vanishing on some Borel nbd. of \( x_{0}\), and the set of all bounded Lipschitz functions vanishing on some Borel nbd. of \( x_{0}\). \(\mathcal{N}_{x_{0}}\) denotes the set of all Borel nbds. of \( x_{0}\). By a measure \( \mu\) on \(X\) is meant a nonnegative (not necessarily finite) measure on \( \mathcal{B}(X)\); for a sequence of measures \( \{ \mu_{n} \}\) and a measure \(\mu\), \( \mu_{n} \to \mu\) if \( \mu_{n}(A) \to \mu(A)\) for every \(A \in \mathcal{B}(X)\) with \(\mu(\partial A)=o\). The authors extends the well-known Portmanteau theorem for bounded nonnegative meaures to nonnegative measures which may not be bounded but are bounded on the complement of any Borel nbd. of a fixed point. \noindent The main result is: \( (X, d)\) is a metric space, \( x_{0}\) a fixed point of \(X\) and \( \eta_{n}\) \((n=0, 1, 2,\dots)\) is a sequence of Borel measures on \(X\) such that \( \eta_{n} (X \setminus U) < \infty,\) \(\forall U \in \mathcal{N}_{x_{0}}\) for all \(n\). Then the following assertions are equivalent: (i) \( \int_{ X \setminus U} f d \eta_{n} \to \int_{ X \setminus U} f d \eta_{0}\) for all \( f \in \mathcal{C}(X), \; U \in \mathcal{N}_{x_{0}}\) with \( \eta_{0} (\partial U)=0\), (ii) \( \eta_{n}| _{(X \setminus U)} \to \eta_{0}| _{(X \setminus U)} \) for all \(U \in \mathcal{N}_{x_{0}}\) with \( \eta_{0} (\partial U)=0\), (iii) \( \eta_{n}(X \setminus U) \to \eta_{0}(X \setminus U) \) for all \(U \in \mathcal{N}_{x_{0}}\) with \( \eta_{0} (\partial U)=0\), (iv) \( \int_{ X} f d \eta_{n} \to \int_{ X} f d \eta_{0}\) for all \( f \in \mathcal{C}{x_{0}}(X)\), (v) \( \int_{ X} f d \eta_{n} \to \int_{ X} f d \eta_{0}\) for all \( f \in BL_{x_{0}}\), (vi) (a) \(\limsup \eta_{n}(X \setminus U) \leq \eta_{0}(X \setminus U) \) for all open nbds. \(U\) of \( x_{0}\), \qquad (b) \(\liminf \eta_{n}(X \setminus V) \geq \eta_{0}(X \setminus V) \) for all closed nbds. \(V\) of \( x_{0}\).