Projective limits of complex measures and martingale convergence
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The author proved that a compatible system of complex Radon measures on completely regular spaces have the projective limit if and only if it is bounded and uniformly tight. In the case when the system is countable, the projective limit exists under the sole condition of boundedness of the total variations. Also, the densities of these complex measures with respect to their variations converge in an appropriate sense.
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