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Helly Selection Theorem for Finite Signed Borel Measures on a Locally Compact Separable Metric Space

On a locally compact separable metric space, every sequence of finite signed Borel measures with total variation norms at most M has a subsequence converging vaguely to a finite signed Borel measure of norm at most M, which is nonnegative when the measures of the sequence are.

Statement

In the setting of Weak-Star Compactness and Vague Convergence: Standing Notation, let (X,d)(X,d) be a locally compact metric space that is separable, let C∈RC\in\mathbb{R} with C≥0C\ge0, and let (νm)m∈N(\nu_{m})_{m\in\mathbb{N}} be a sequence in M(X)M(X) with ∥νm∥≤C\|\nu_{m}\|\le C for every m∈Nm\in\mathbb{N}.

Selection. There are a subsequence (νmj)j∈N(\nu_{m_{j}})_{j\in\mathbb{N}} of (νm)(\nu_{m}) and a ν∈M(X)\nu\in M(X) with ∥ν∥≤C\|\nu\|\le C such that (νmj)(\nu_{m_{j}}) converges vaguely to ν\nu.

Nonnegative measures. If moreover νm(A)≥0\nu_{m}(A)\ge0 for every m∈Nm\in\mathbb{N} and every A∈B(X)A\in\mathcal{B}(X), then every ν∈M(X)\nu\in M(X) to which some subsequence of (νm)(\nu_{m}) converges vaguely satisfies ν(A)≥0\nu(A)\ge0 for every A∈B(X)A\in\mathcal{B}(X).

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