Sequential convergence on the space of Borel measures
2021
We study equivalent descriptions of the vague, weak, setwise and total-variation (TV) convergence of sequences of Borel measures on metrizable and non-metrizable topological spaces in this work. On metrizable spaces, we give some equivalent conditions on the vague convergence of sequences of measures following Kallenberg, and some equivalent conditions on the TV convergence of sequences of measures following Feinberg-Kasyanov-Zgurovsky. There is usually some hierarchy structure on the equivalent descriptions of convergence in different modes, but not always. On non-metrizable spaces, we give examples to show that these conditions are seldom enough to guarantee any convergence of sequences of measures. There is a remark on the attainability of the TV distance at the end of the work.
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