Skorohod Representation Theorem Via Disintegrations

Let (µn : n >= 0) be Borel probabilities on a metric space S such that µn -> µ0 weakly. Say that Skorohod representation holds if, on some probability space, there are S-valued random variables Xn satisfying Xn - µn for all n and Xn -> X0 in probability. By Skorohod’s theorem, Skorohod representation holds (with Xn -> X0 almost uniformly) if µ0 is separable. Two results are proved in this paper. First, Skorohod representation may fail if µ0 is not separable (provided, of course, non separable probabilities exist). Second, independently of µ0 separable or not, Skorohod representation holds if W(µn, µ0) -> 0 where W is Wasserstein distance (suitably adapted). The converse is essentially true as well. Such a W is a version of Wasserstein distance which can be defined for any metric space S satisfying a mild condition. To prove the quoted results (and to define W), disintegrable probability measures are fundamental.Disintegration, Separable probability measure, Skorohod representation theorem, Wasserstein distance, Weak convergence of probability measures.

Models of real-valued measurability

AbstractSolovay’s random-real forcing [R.M. Solovay, Real-valued measurable cardinals, in: Axiomatic Set Theory (Proc. Sympos. Pure Math., Vol. XIII, Part I, Univ. California, Los Angeles, Calif., 1967), Amer. Math. Soc., Providence, R.I., 1971, pp. 397–428] is the standard way of producing real-valued measurable cardinals. Following questions of Fremlin, by giving a new construction, we show that there are combinatorial, measure-theoretic properties of Solovay’s model that do not follow from the existence of real-valued measurability