Reduction from pseudometric spaces to their separation quotients #
The canonical section from the separation quotient to a pseudometric space is Borel measurable. Consequently, a separable-metric representation theorem can be transported back to the original pseudometric space without changing either the laws or almost-sure convergence. See Dudley, "Distances of probability measures and random variables" (1968), and Real Analysis and Probability (2002), Theorem 11.7.2.
theorem
BGW.Probability.exists_probabilitySpace_tendsto_ae_of_tendsto_of_metric
{S : Type u}
[PseudoMetricSpace S]
[TopologicalSpace.SeparableSpace S]
[MeasurableSpace S]
[BorelSpace S]
(hMetric :
∀ {T : Type u} [inst : MetricSpace T] [TopologicalSpace.SeparableSpace T] [inst_2 : MeasurableSpace T]
[inst_3 : BorelSpace T] {P : ℕ → MeasureTheory.ProbabilityMeasure T} {Q : MeasureTheory.ProbabilityMeasure T},
Filter.Tendsto P Filter.atTop (nhds Q) →
∃ (Ω : Type u) (x : MeasurableSpace Ω) (μ : MeasureTheory.Measure Ω) (_ : MeasureTheory.IsProbabilityMeasure μ) (X
: ℕ → Ω → T) (Y : Ω → T),
(∀ (n : ℕ), Measurable (X n)) ∧ Measurable Y ∧ (∀ (n : ℕ), MeasureTheory.Measure.map (X n) μ = ↑(P n)) ∧ MeasureTheory.Measure.map Y μ = ↑Q ∧ ∀ᵐ (ω : Ω) ∂μ, Filter.Tendsto (fun (n : ℕ) => X n ω) Filter.atTop (nhds (Y ω)))
{P : ℕ → MeasureTheory.ProbabilityMeasure S}
{Q : MeasureTheory.ProbabilityMeasure S}
(h : Filter.Tendsto P Filter.atTop (nhds Q))
:
∃ (Ω : Type u) (x : MeasurableSpace Ω) (μ : MeasureTheory.Measure Ω) (_ : MeasureTheory.IsProbabilityMeasure μ) (X :
ℕ → Ω → S) (Y : Ω → S),
(∀ (n : ℕ), Measurable (X n)) ∧ Measurable Y ∧ (∀ (n : ℕ), MeasureTheory.Measure.map (X n) μ = ↑(P n)) ∧ MeasureTheory.Measure.map Y μ = ↑Q ∧ ∀ᵐ (ω : Ω) ∂μ, Filter.Tendsto (fun (n : ℕ) => X n ω) Filter.atTop (nhds (Y ω))
Conditional reduction of the separable representation theorem to the metric case. Any suitable metric representation can be lifted through the canonical quotient section.