TheoremBase

Vague Convergence of Finite Signed Borel Measures

A sequence of finite signed Borel measures on a metric space converges vaguely to a finite signed Borel measure if the integrals of every continuous function with compact support converge.

Statement

In the setting of Weak-Star Compactness and Vague Convergence: Standing Notation, let (X,d)(X,d) be a locally compact metric space, let (νm)m∈N(\nu_{m})_{m\in\mathbb{N}} be a sequence in M(X)M(X), and let ν∈M(X)\nu\in M(X).

Vague convergence. (νm)(\nu_{m}) converges vaguely to ν\nu if the real sequences of integrals converge as follows:

∫Xf dνm→∫Xf dνfor every f∈Cc(X)\int_{X}f\,d\nu_{m}\to\int_{X}f\,d\nu\qquad\text{for every }f\in C_{c}(X)

(each f∈Cc(X)f\in C_{c}(X) is Borel measurable with ∣f∣≤∥f∥u|f|\le\|f\|_{u}, so it is integrable with respect to each νm\nu_{m} and to ν\nu by Properties of the Integral with Respect to a Finite Signed Measure: Linearity, Bounds, Bounded Functions, Linearity in the Measure, Indicators and Finite Measures (iii)).

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