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A countable norming family determines Borel laws

Statement

Let B be a separable Banach space, and let (ℓj)j≥1⊆B∗ satisfy the norming identity ∥x∥=sup⁡j≥1∣ℓj(x)∣ for every x∈B. If Borel probabilities μ,ν on B have equal finite-dimensional pushforwards under every finite subfamily of (ℓj), then μ=ν.

Facts & Assumptions

[F1]

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.

[F2]

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 Q is countably infinite A product of two at most countable sets is at most countable.

[F3]

Separability supplies a countable dense subset of B (Separability: the existence of an at most countable dense subset).

Proof

Given: A separable Banach space B, a countable norming family (ℓj), and Borel probabilities μ,ν whose finite-coordinate pushforwards agree.

1.1givenF2F3

For every x∈B and r>0, the given norming identity gives the identity B(x,r)=⋃q∈Q0≤q<r ⋂j≥1{y:∣ℓj(y−x)∣≤q}. If ∥y−x∥<r, use [F2] to choose rational q between that norm and r; conversely, membership in one intersection implies ∥y−x∥≤q<r. Thus every open ball belongs to σ(ℓj:j≥1). By [F3], fix a countable dense set D⊆B. The balls B(d,s) with d∈D and positive rational s form a countable family by [F2]. For any open U and y∈U, take a>0 with B(y,a)⊆U, choose d∈D with ∥d−y∥<a/4, and choose rational s with a/4<s<a/2 by [F2]. Then y∈B(d,s)⊆B(y,a)⊆U. 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 σ(ℓj) by the first part, so every open set is in that sigma-algebra. Conversely each continuous linear ℓj is Borel measurable, giving the reverse inclusion; hence it is the Borel sigma-algebra.

2.1F1step 1.1given∎

The finite-coordinate cylinder sets form a pi-system generating σ(ℓj:j≥1). The assumed equality of finite-dimensional pushforwards makes μ and ν agree on each such cylinder. The cylinder pi-system contains B, and both probabilities assign it mass one; the constant exhaustion by B meets [F1], which gives equality on the generated Borel sigma-algebra.

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