TheoremBase

Weak Convergence of Finite Borel Measures is Preserved by Continuous Maps between Metric Spaces

Push-forward by a continuous map between metric spaces preserves weak convergence of finite Borel measures.

Statement

In the setting of The Real Numbers: Standing Notation and Background, let (Y,dY)(Y,d_{Y}) and (Z,dZ)(Z,d_{Z}) be metric spaces with Borel σ\sigma-algebras B(Y)\mathcal{B}(Y) and B(Z)\mathcal{B}(Z), and let T:Y→ZT:Y\to Z be continuous on YY, so that TT is measurable with respect to B(Y)\mathcal{B}(Y) and B(Z)\mathcal{B}(Z) by claim 3 of Borel Measurability and Bounded Integration on a Metric Space. For a Borel measure μ\mu on (Y,dY)(Y,d_{Y}), T#μT_{\#}\mu denotes the image measure B↦μ(T−1(B))B\mapsto\mu(T^{-1}(B)) on (Z,B(Z))(Z,\mathcal{B}(Z)) of claim 1 of that lemma, a Borel measure on (Z,dZ)(Z,d_{Z}) with T#μ(Z)=μ(Y)T_{\#}\mu(Z)=\mu(Y).

Let (μj)j∈N(\mu_{j})_{j\in\mathbb{N}} be a sequence of Borel measures on (Y,dY)(Y,d_{Y}) and μ\mu a Borel measure on (Y,dY)(Y,d_{Y}), all of finite total mass, with μj⇒μ\mu_{j}\Rightarrow\mu in the sense of weak convergence. Then T#μj⇒T#μT_{\#}\mu_{j}\Rightarrow T_{\#}\mu.

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