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A countable norming family determines Borel laws
Statement
Let be a separable Banach space, and let satisfy the norming identity for every . If Borel probabilities on have equal finite-dimensional pushforwards under every finite subfamily of , then .
Facts & Assumptions
Measures agreeing on a generating pi-system containing the whole space, with equal finite total masses, agree on the generated sigma-algebra (Measures agreeing on a generating pi-system are equal under an increasing finite-measure exhaustion from that pi-system). Here the full space is itself a finite-coordinate cylinder and both probabilities have mass one.
Strictly between any two reals lies a rational; the rationals are countable, and a product of two countable sets is countable The rationals embed densely in the reals is countably infinite A product of two at most countable sets is at most countable.
Separability supplies a countable dense subset of (Separability: the existence of an at most countable dense subset).
Proof
Given: A separable Banach space , a countable norming family , and Borel probabilities whose finite-coordinate pushforwards agree.
For every and , the given norming identity gives the identity If , use [F2] to choose rational between that norm and ; conversely, membership in one intersection implies . Thus every open ball belongs to . By [F3], fix a countable dense set . The balls with and positive rational form a countable family by [F2]. For any open and , take with , choose with , and choose rational with by [F2]. Then . Thus this family is a base, and every open set is the union of its members contained in that set, a countable union. All those balls are in by the first part, so every open set is in that sigma-algebra. Conversely each continuous linear is Borel measurable, giving the reverse inclusion; hence it is the Borel sigma-algebra.
The finite-coordinate cylinder sets form a pi-system generating . The assumed equality of finite-dimensional pushforwards makes and agree on each such cylinder. The cylinder pi-system contains , and both probabilities assign it mass one; the constant exhaustion by meets [F1], which gives equality on the generated Borel sigma-algebra.
Depends on
- Separability: the existence of an at most countable dense subset
- The rationals embed densely in the reals
- $\mathbb{Q}$ is countably infinite
- A product of two at most countable sets is at most countable
- Borel probability law on a polish space
- Pi-systems
- Measures agreeing on a generating pi-system are equal under an increasing finite-measure exhaustion from that pi-system
Used by
- Uncorrelated jointly Gaussian Banach random elements are independent Lemma
- Cameron–Martin translation formula for a separable Banach Gaussian Theorem
- Fernique integrability for a separable Banach Gaussian law Theorem
- Gaussian concentration-function sieve bounds Theorem
- The support of a Banach Gaussian is the closure of its RKHS Theorem
Dependency tree · two levels
39 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- M. Hairer, An Introduction to Stochastic PDEs (standard reference, not scraped)
- A. Lunardi, M. Miranda, and D. Pallara, Infinite Dimensional Analysis (standard reference, not scraped)