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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
The support of a Borel probability on a separable Banach space has full measure
Statement
Let be a separable real Banach space with its norm metric and let be a Borel probability measure on . Define Then is Borel and .
Statement references
A Banach space is complete for its norm metric.
A separable space has an at most countable dense subset.
A metric is a nonnegative symmetric distance satisfying separation and the triangle inequality.
The metric topology consists of sets that are neighborhoods around each of their points.
A positive-radius open metric ball is the set of points at distance strictly less than the radius.
The Borel sigma-algebra is generated by the open sets.
Facts & Assumptions
Given: A separable real Banach space and a Borel probability measure on its norm Borel sigma-algebra.
Separability supplies an at most countable dense subset of . Separability: the existence of an at most countable dense subset
The norm metric satisfies the triangle inequality, and its positive-radius open balls form open sets in the metric topology. Banach space, A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric, The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement, Open ball, closed ball and sphere in a metric space, Arbitrary unions and finite intersections of open sets are open, open balls are open and closed balls are closed
The positive rationals form an at most countable dense subset of the positive reals, and a product of two at most countable sets is at most countable. is countably infinite, Both and are dense in , and every nonempty open subset of is uncountable, A product of two at most countable sets is at most countable, Finite, countably infinite, countable, uncountable, Every subset of an at most countable set is at most countable
Every nonempty at most countable set is the range of a sequence indexed by . A nonempty set is at most countable iff it is a surjective image of
The Borel sigma-algebra is generated by the open sets and is closed under countable unions. The Borel sigma-algebra of a topological space
A measure is zero on the empty set, is monotone, and is countably subadditive. Measures on sigma-algebras, Measures are monotone, Finite and countable subadditivity of measures
A probability measure assigns mass one to its whole space; together with zero mass on the empty set this makes nonempty. Probability measures and probability spaces, Measures on sigma-algebras
Proof
Given: The hypotheses in the Statement.
By [F1], choose an at most countable dense set . Since and by [F7], is nonempty, so is nonempty. Let be the positive rationals. By [F3], is a nonempty at most countable set, so [F4] gives a surjection . The composite of with is a surjection onto , so is at most countable. Each of its members is open by [F2]. It is a base: if with open, choose so , choose with , and choose rational with using density in [F3]. Then , and for every the triangle inequality gives , so .
Let and . By [F3], is at most countable; by [F5] is Borel, and by [F6] its measure is zero (with the empty-family case giving ). If , a zero-measure open basis ball contains , so . If , every open neighborhood of contains some with by step 1.1; since , , and [F6] gives . Thus , which is Borel and has measure one.
Depends on
- Banach space
- A norm on a real vector space, the induced metric, and the dictionary with the metric axioms
- Metric space: $d(x,y) = 0$ iff $x = y$, symmetry, and the triangle inequality; pseudometric and ultrametric
- Open ball, closed ball and sphere in a metric space
- The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
- Separability: the existence of an at most countable dense subset
- Arbitrary unions and finite intersections of open sets are open, open balls are open and closed balls are closed
- A product of two at most countable sets is at most countable
- $\mathbb{Q}$ is countably infinite
- Both $\mathbb{Q}$ and $\mathbb{R} \setminus \mathbb{Q}$ are dense in $\mathbb{R}$, and every nonempty open subset of $\mathbb{R}$ is uncountable
- Finite, countably infinite, countable, uncountable
- A nonempty set is at most countable iff it is a surjective image of $\mathbb{N}$
- Every subset of an at most countable set is at most countable
- The Borel sigma-algebra of a topological space
- Measures on sigma-algebras
- Probability measures and probability spaces
- Finite and countable subadditivity of measures
- Measures are monotone
Used by
Dependency tree · two levels
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Sources
- M. Dashti and A. M. Stuart, The Bayesian Approach to Inverse Problems (full lecture notes, arXiv:1302.6989) (standard reference, not scraped)