We have space {$C_{[0,1]},\mathfrak B(C_{[0,1]}) $}. What is an example of weakly convergent probability measures, that don't form a family of relatively compact probability measures ?$$$$ $C_{[0,1]}$- it's the set of all continuous functions on the interval [0,1], $\quad\mathfrak B(C_{[0,1]}) $ $\sigma-$ algebra of Borel sets.
2026-03-27 15:19:08.1774624748
An example of weakly convergent probability measures that do not form a family of relatively compact probability measures.
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