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Relative Compactness for Capacities, Measures, Upper Semicontinuous Functions and Closed Sets

Author

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  • George L. O'Brien

    (York University)

  • Stephen Watson

    (York University)

Abstract

We prove an Ascoli theorem for capacities. This theorem which characterizes relatively compact sets of capacities is widely applicable and many Ascoli theorems for particular classes of capacities can immediately be deduced as corollaries. Indeed it is usually necessary only to demonstrate that these classes are closed and then to simplify the characterization when possible. In particular, we show that the proof of the classical Prohorov theorem can be naturally factored into the shorter proof of the Ascoli theorem for capacities and into the somewhat longer proof that the class of probability measures is closed in the class of capacities. We also deduce new and known Ascoli theorems for sup measures, upper semi-continuous functions, the Vietoris hyperspace topology, and various classes of measures.

Suggested Citation

  • George L. O'Brien & Stephen Watson, 1998. "Relative Compactness for Capacities, Measures, Upper Semicontinuous Functions and Closed Sets," Journal of Theoretical Probability, Springer, vol. 11(3), pages 577-588, July.
    • Handle: RePEc:spr:jotpro:v:11:y:1998:i:3:d:10.1023_a:1022659912007
    DOI: 10.1023/A:1022659912007
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