Admissible representations for probability measures

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Math. Log. Quart. 53, No. 4/5, 431 – 445 (2007) / DOI 10.1002/malq.200710010 Admissible representations for probability measures Matthias Schr¨ oder Department of Mathematics, Universit¨ at Siegen, 57068 Siegen, Germany Received 15 January 2007, revised 1 June 2007, accepted 1 June 2007 Published online 1 August 2007 Key words Measure theory, probabilistic processes, type-2 theory of effectivity, admissibility. MSC (2000) 03F60, 28C15, 03D65, 03D45 In a recent paper, probabilistic processes are used to generate Borel probability measures on topological spa- ces X that are equipped with a representation in the sense of type-2 theory of effectivity. This gives rise to a natural representation of the set of Borel probability measures on X. We compare this representation to a cano- nically constructed representation which encodes a Borel probability measure as a lower semicontinuous func- tion from the open sets to the unit interval. We show that this canonical representation is admissible with respect to the weak topology on Borel probability measures. Moreover, we prove that for countably-based topological spaces the representation via probabilistic processes is equivalent to the canonical representation and thus ad- missible with respect to the weak topology. c 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim 1 Introduction Measures are the traditional tool in mathematics for assigning weights to the subsets of a space (cf. [1, 5, 6, 7]). They have to fulfil certain well-behavedness conditions like modularity and σ-additivity. A well-known topology on the set of measures is the weak topology, which is closely related to integration with respect to measures. The existence of a reasonable topology is indispensable for a space to be able to be handled by the type-2 theory of effectivity (TTE). In this paper we study Borel probability measures on qcb-spaces (which are topological spaces that are quotients of countably-based spaces) and discuss how to deal with them in TTE. The general idea of the type-2 theory of effectivity [15] for computing on non-discrete spaces, like the real numbers, is to endow any given space with a suitable representation. A representation equips the elements of the represented space with names which are infinite words over some alphabet Σ. The actual computation is per- formed on these names. The property of admissibility [10, 11] is introduced to guarantee that representations in- duce a reasonable notion of computability on the represented space (cf. Subsection 2.1). We investigate two representations for the space M(X) of Borel probability measures over an admissibly re- presented topological space X. Both are derived naturally from the given admissible representation of X. The first representation, which we call the canonical representation, is obtained by using well established construction schemes in TTE for representations: a Borel probability measure on X is uniquely determined by its values on the open sets of X and this restriction is a lower semicontinuous function. So Borel probability measures can be represented via a canonical function space representation for lower semicontinuous functions from the topology of X to the unit interval (cf. Subsection 3.1). The second representation is based on the notions of probabilistic process and probabilistic name introduced in [12]. The idea is to probabilistically generate an element x of X by probabilistically producing, via a sequence of independent choices, an infinite word representing x. This sequence can be encoded as elements of Σ ω , leading to our second representation (cf. Subsection 3.3). For separable metric spaces we consider a third representation, namely a Cauchy representation belonging to the Prokhorov metric on the Borel probability measures (cf. Subsection 3.2). e-mail: [email protected] c 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

Transcript of Admissible representations for probability measures

Math. Log. Quart. 53, No. 4/5, 431 – 445 (2007) / DOI 10.1002/malq.200710010

Admissible representations for probability measures

Matthias Schroder∗

Department of Mathematics, Universitat Siegen, 57068 Siegen, Germany

Received 15 January 2007, revised 1 June 2007, accepted 1 June 2007Published online 1 August 2007

Key words Measure theory, probabilistic processes, type-2 theory of effectivity, admissibility.MSC (2000) 03F60, 28C15, 03D65, 03D45

In a recent paper, probabilistic processes are used to generate Borel probability measures on topological spa-ces X that are equipped with a representation in the sense of type-2 theory of effectivity. This gives rise to anatural representation of the set of Borel probability measures on X . We compare this representation to a cano-nically constructed representation which encodes a Borel probability measure as a lower semicontinuous func-tion from the open sets to the unit interval. We show that this canonical representation is admissible with respectto the weak topology on Borel probability measures. Moreover, we prove that for countably-based topologicalspaces the representation via probabilistic processes is equivalent to the canonical representation and thus ad-missible with respect to the weak topology.

c© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

1 Introduction

Measures are the traditional tool in mathematics for assigning weights to the subsets of a space (cf. [1, 5, 6, 7]).They have to fulfil certain well-behavedness conditions like modularity and σ-additivity. A well-known topologyon the set of measures is the weak topology, which is closely related to integration with respect to measures.The existence of a reasonable topology is indispensable for a space to be able to be handled by the type-2 theoryof effectivity (TTE). In this paper we study Borel probability measures on qcb-spaces (which are topologicalspaces that are quotients of countably-based spaces) and discuss how to deal with them in TTE.

The general idea of the type-2 theory of effectivity [15] for computing on non-discrete spaces, like the realnumbers, is to endow any given space with a suitable representation. A representation equips the elements of therepresented space with names which are infinite words over some alphabet Σ. The actual computation is per-formed on these names. The property of admissibility [10, 11] is introduced to guarantee that representations in-duce a reasonable notion of computability on the represented space (cf. Subsection 2.1).

We investigate two representations for the space M(X) of Borel probability measures over an admissibly re-presented topological space X . Both are derived naturally from the given admissible representation of X . The firstrepresentation, which we call the canonical representation, is obtained by using well established constructionschemes in TTE for representations: a Borel probability measure on X is uniquely determined by its values onthe open sets of X and this restriction is a lower semicontinuous function. So Borel probability measures can berepresented via a canonical function space representation for lower semicontinuous functions from the topologyof X to the unit interval (cf. Subsection 3.1). The second representation is based on the notions of probabilisticprocess and probabilistic name introduced in [12]. The idea is to probabilistically generate an element x of X byprobabilistically producing, via a sequence of independent choices, an infinite word representing x. This sequencecan be encoded as elements of Σω, leading to our second representation (cf. Subsection 3.3). For separable metricspaces we consider a third representation, namely a Cauchy representation belonging to the Prokhorov metric onthe Borel probability measures (cf. Subsection 3.2).

∗ e-mail: [email protected]

c© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

432 M. Schroder: Admissible representations for probability measures

We prove in Section 3 that the canonical representation is admissible w. r. t. the weak topology on the set ofBorel probability measures. Moreover, we characterise the canonical representation (up to computable equiva-lence) as ≤cp-complete in the class of representations admitting computability of integration w. r. t. Borel proba-bility measures. This generalises a corresponding result by K. Weihrauch for the unit interval [14]. In Section 4we prove our main result stating that for countably-based T0-spaces the canonical representation and the repre-sentation via probabilistic names are equivalent. This implies that the representation via probabilistic names isadmissible w. r. t. the weak topology, too. Furthermore, we show for a computable metric space that the Cauchyrepresentation of its Borel probability measures equipped with the Prokhorov metric is computably equivalent toboth the canonical representation and the representation via probabilistic names. Beforehand, we give in Section 2some background from type-2 theory and from measure theory.

2 Preliminaries

Throughout the paper, we assume Σ to be the finite alphabet {0, 1}. We will denote the set of finite words over Σby Σ∗, the empty word by ε, the set of words of length n by Σn, and the set {p | p : N −→ Σ} of infinite wordsby Σω. We write � for the reflexive prefix relation on Σ∗ ∪ Σω. For a word w ∈ Σ∗ and a subset W ⊆ Σ∗ wedenote by wΣω the set {p ∈ Σω | w � p}, by WΣω the set

⋃w∈W wΣω, and by lg(w) the length of w. The set

of dyadic rational numbers is written as D.We denote the topology of a topological space X by O(X) and its underlying set by the symbol X as well.

C(X, Y ) is the set of continuous functions from X to another topological space Y . A function f : X −→ R iscalled lower semicontinuous if it continuous w. r. t. the lower topology O(R<) := {(x,∞) | x ∈ R} on R. On Σω

we consider the Cantor topology O(Σω) := {WΣω | W ⊆ Σ∗}.We now recall some definitions and facts from type-2 theory of effectivity (TTE) and from measure theory.

More details can be found in [15, 11, 10] and in [1, 4, 5, 6, 7].

2.1 Background from type-2 theory of effectivity

The basic idea of type-2 theory of effectivity (TTE) is to represent infinite objects like real numbers, functions,or sets by infinite words over some alphabet Σ. The corresponding partial surjective function δ :⊆ Σω −→ X iscalled a representation of the set X .

Given two representations δ :⊆ Σω −→ X and γ :⊆ Σω −→ Y , a total function f : X −→ Y is called rela-tive computable w. r. t. δ and γ or (δ, γ)-computable if there is a type-2 computable function g :⊆ Σω −→ Σω

realising g, which means γ(g(p)) = f(δ(p)) for all p ∈ dom(δ), where dom(δ) denotes the domain of δ. If thereare ambient representations of X and Y , then we simply say that f is computable rather than f is (δ, γ)-com-putable. The function f is called (δ, γ)-continuous if there is a continuous function g realising f w. r. t. δ and γ.Relative computability and relative continuity for multivariate functions are defined similarly.

Given a representation δ′ of a superset X ′ of X , δ is called computably reducible to δ′ (in symbols δ ≤cp δ′)if the embedding of X into X ′ is (δ, δ′)-computable. We say that δ and δ′ are computably equivalent, in sym-bols δ ≡cp δ′, if δ ≤cp δ′ ≤cp δ. Topological reducibility and topological equivalence are defined analogouslyand denoted by, respectively, ≤t and ≡t. Note that computably (topologically) equivalent representations inducethe same class of relatively computable (respectively relatively continuous) functions.

The property of admissibility is defined to reconcile relative continuity with mathematical continuity. We saythat γ :⊆ Σω −→ Y is admissible w. r. t. a topology τY on Y if γ is continuous w. r. t. this topology and everycontinuous representation ϕ :⊆ Σω −→ Y satisfies ϕ ≤t γ. If γ is admissible w. r. t. τY , then a total function is(δ, γ)-continuous if and only if it is continuous w. r. t. the quotient topology

τδ := {U ⊆ X | (∃V ∈ O(Σω))(V ∩ dom(δ) = δ−1[U ])}

on X and τY (cf. [10]).The topological space (X, τδ) is known to be sequential: this means that every sequentially open subset

of (X, τδ) is open, i. e. it belongs to τδ [2, 3]. A subset V of X is sequentially open if every sequence (xn)n thatconverges in (X, τδ) to an element in V is eventually in V . Functions between sequential topological spaces are

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continuous if and only if they are sequentially continuous. Countably-based topological spaces and metrisablespaces are sequential. The quotient topology τϕ is the only sequential topology (and also the finest topology)with respect to which an admissible representation ϕ is admissible (cf. [11, 10]).

From [15] we obtain canonical constructions of a representation [δ, γ] of X × Y and a representation [δ −→ γ]of the set of (δ, γ)-continuous total functions. Both constructions preserve admissibility. The category of sequen-tial topological spaces having an admissible representation is known to be equal to the category QCB0 of T0-quo-tients of countably-based spaces (qcb0-spaces). Importantly, QCB0 is Cartesian closed [11].

We equip the unit interval I = [0, 1] with three representations �I= , �I<, and �I>

. They are the restrictions to I

of the respective representations �R, �<, and �> for R from [15, Definition 4.1.3] for the alphabet Σ = {0, 1}.Thus they are admissible w. r. t. the Euclidean topology O(I=), the lower topology

O(I<) := {(x, 1], [0, 1], ∅ | x ∈ [0, 1)},the upper topology

O(I>) := {[0, x), [0, 1], ∅ | x ∈ (0, 1]},respectively. We choose natural representations for Σ∗ and N that are admissible w. r. t. the discrete topology on,respectively, Σ∗ and N, e. g., �Σ∗ :⊆ Σω −→ Σ∗ and �N :⊆ Σω −→ N defined by

�Σ∗(0a10 . . . 0ak11 . . . ) := a1 . . . ak and �N(0n11 . . . ) := n.

A computable metric space is a tuple

X = (X, dX, DX, αX)

such that (X, dX) is a separable metric space and αX : N −→ DX is a numbering of a dense subset DX of (X, dX)such that the function (i, j) �−→ dX(αX(i), αX(j)) is (�N, �N, �R)-computable [15]. By δX we denote the Cauchyrepresentation pertaining to (X, dX, DX, αX). It is defined in such a way that any name of a point x encodes asequence (an)n in DX which converges rapidly to x in the sense that dX(x, an) ≤ 2−n for every n. The Cauchyrepresentation of X is known to be admissible w. r. t. the topology generated by the (δX, δX, �R)-computable me-tric dX (cf. [15]).

2.2 Background from measure theory

Let X be a set. A lattice over X is a collection of subsets of X which contains ∅, X and is closed under finiteintersections and finite unions. An algebra over X is a lattice over X which is closed under complement, whereasa σ-algebra over X is an algebra that is closed under countable unions and countable intersections.

A (probability) valuation ν on a lattice is a function from the lattice into the unit interval I = [0, 1] whichis strict (i. e. ν(∅) = 0), monotone, modular (i. e. ν(U) + ν(V ) = ν(U ∪ V ) + ν(U ∩ V )), and probabilistic(i. e. ν(X) = 1). In this paper we are only interested in probability valuations and probability measures. For thesake of simplicity we will often omit the word “probability” in the following. Usually, one allows valuations andmeasures to assign any number in [0,∞] to the set X as its weight. A measure on a σ-algebra A is a valuation µon A that is σ-additive, i. e. µ(

⊎i∈N Ai) =

∑i∈N µ(Ai) for every sequence of pairwise disjoint sets Ai in A.

Given a topological space X , we are mainly interested in Borel measures. Borel measures are measures definedon the smallest σ-algebra B(X) containing O(X). The elements of B(X) are called the Borel sets of X . We de-note the set of Borel probability measures on X by M(X). By σ-additivity, any Borel measure on X restricts toan ω-continuous valuation on O(X). A valuation ν : O(X) −→ I is called ω-continuous (or lower semiconti-nuous) if ν(

⋃i∈N Ui) = supn∈N ν(

⋃ni=0 Ui) holds for every sequence (Ui)i∈N of opens. This continuity notion

is equivalent to topological continuity w. r. t. the ω-Scott topology on the lattice of open sets and the lower to-pology O(I<) = {(x, 1], [0, 1], ∅ | x ∈ [0, 1)} on the unit interval. The ω-Scott topology on O(X) is defined asthe family of all subsets H ⊆ O(X) such that U ∈ H and U ⊆ V ∈ O(X) imply V ∈ H and

⋃n∈N Un ∈ H

implies ∃n(Un ∈ H) for any increasing sequence (Un)n of opens (cf. [13]).Every Borel measure µ ∈ M(X) induces an outer measure µ∗ : 2X −→ I which is defined by

µ∗(M) := inf{µ(B) | B ∈ B(X), B ⊇ M}.www.mlq-journal.org c© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

434 M. Schroder: Admissible representations for probability measures

Subsets M ⊆ X satisfying µ∗(M) + µ∗(X \ M) = 1 are called µ-measurable. Measurability of M w. r. t. µ isequivalent to the existence of Borels sets C,D satisfying C ⊆ M ⊆ D and µ(C) = µ(D). The outer measure µ∗

restricts to a measure on the σ-algebra of µ-measurable sets. A subset M ⊆ X is called universally measurableif M is ν-measurable for all Borel measures ν : B(X) −→ I. Obviously, all Borel sets are universally measurable.

3 Representations for Borel probability measures

Let X be a sequential topological space with an admissible representation δ. We construct two representationsfor the set M(X) of Borel measures on X . The first one is obtained by standard constructions of representations,the second one is based on probabilistic processes and names. Moreover, in the case that X is a computable metricspace, we equip M(X) with a third representation, namely a Cauchy representation pertaining to the Prokhovovmetric on M(X).

3.1 The canonical representation

Any Borel measure µ : B(X) −→ I restricts to a valuation µ|O(X) on the lattice O(X) of open sets of X . It isω-continuous, i. e. continuous with respect to the ω-Scott topology on O(X) and the lower topology on I, becauseby σ-additivity µ(

⋃i∈N Oi) = supi∈N µ(Oi) holds for any increasing sequence (Oi)i of open sets. This opens

up the possibility to represent Borel measures via a canonical function space representation of C(O(X), I<).A canonical representation1) O(δ) of the topology O(X) which is admissible2) w. r. t. the ω-Scott topology is

constructed by

O(δ)(q) = U :⇔ [δ −→ �I<](p) = cfU ,

where cfU : X −→ I< denotes the characteristic function of U (mapping the elements of U to 1 and the elementsof X \ U to 0). Since any Borel measure is uniquely determined by its restriction to O(X) and this restriction isω-continuous, we can define a representation MC(δ) of M(X) by

MC(δ)(p) = µ :⇔ [O(δ) −→ �I<](p) = µ|O(X).

We call MC(δ) the canonical representation of M(X). From [15, Example 3.3.7] we conclude:

Proposition 3.1 The operator MC preserves both computable and topological equivalence of representa-tions.

The canonical representation MC(δ) is admissible, because it is obtained by constructions preserving admis-sibility (cf. [11]). We now show that the weak topology on M(X) is a topology with respect to which MC(δ) isadmissible. The weak topology τw on M(X) is defined as the weakest topology such that, for all lower semicon-tinuous3) functions f : X −→ I<, the function µ �−→ ∫

fdµ is lower semicontinuous.Integration of a lower semicontinuous function f w. r. t. a Borel measure µ is defined by the Riemann integral∫

fdµ :=∫ 1

0µ({x ∈ X | f(x) > t})dt

= sup{∑ki=1(ai − ai−1) · µ(f−1(ai,∞]) | 0 = a0 < a1 < · · · < ak ≤ 1}.

Note that the mapping t �−→ µ({x ∈ X | f(x) > t}) is Riemann-integrable by being decreasing and right-conti-nuous (cf. [1]). This horizontal integral is monotone and satisfies

∫fdµ +

∫gdµ = 2

∫(f + g)/2dµ (cf. [9]).

The following characterisation of the weak topology, which we formulate for bases of hereditarily Lindelofspaces, belongs to the folklore of measure theory. Note that any qcb-space is hereditarily Lindelof (for details,see [11, Proposition 3.3.1]).

Lemma 3.2 For a hereditarily Lindelof space X and a base B of X closed under finite union, the family D ofsets {µ ∈ M(X) | µ(B) > q}, where B ∈ B and q ∈ Q, is a subbase of the weak topology on M(X).

1) For a computable metric space X = (X, dX, DX, αX) with Cauchy representation δX, O(δX) is computably equivalent to a represen-tation that encodes open sets U via sequences of balls B(ai; ri) with ai ∈ DX and ri ∈ Q such that U =

⋃i∈N B(ai; ri).

2) A proof of admissibility w. r. t. the ω-Scott topology is given in the proof of Theorem 3.3.3) f is called lower semicontinuous if it is topologically continuous w. r. t. the lower topology O(I<) = {(x, 1], [0, 1], ∅ | x ∈ [0, 1)}

on I.

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Math. Log. Quart. 53, No. 4/5 (2007) / www.mlq-journal.org 435

P r o o f. Since we have∫

cfUdµ = µ(U) for all µ ∈ M(X) and U ∈ O(X), every element of the family Dis contained in the weak topology.

Let f ∈ C(X, I<) and µ ∈ M(X). For any rational number z <∫

fdµ, there are k ≥ 1 and rational numbers

0 = a0 < a1 < · · · < ak ≤ 1, b1, . . . , bk

with µ(f−1(ai, 1]) > bi and∑k

i=1(ai − ai−1) · bi ≥ z. Since X is hereditarily Lindelof, the open set f−1(ai, 1]is the union of a countable subset of B. By continuity of µ there is Bi ∈ B with Bi ⊆ f−1(ai, 1] and µ(Bi) > bi.It follows

∫fdν > z for all Borel measures ν ∈ ⋂k

i=1{η ∈ M(X) | η(Bi) > bi}.

With the help of this lemma, we show that MC(δ) is admissible w. r. t. the weak topology on M(X).Theorem 3.3 Let δ be an admissible representation of a sequential space X . Then MC(δ) is admissible w. r. t.

the weak topology on M(X).For the proof, we need the following proposition about admissibility of the canonical function space represen-

tation [δ −→ γ]. It follows from [11, Lemma 4.2.2 and Proposition 4.2.5].

Proposition 3.4 Let δ and γ be admissible representations of sequential spaces X and Y , respectively. Thenthe representation [δ −→ γ] is admissible w. r. t. the simple topology on the set C(X, Y ) of continuous functionsbetween X and Y , which has as its subbase the family of sets {f ∈ C(X, Y ) | {f(x∞), f(xn) | n ∈ N} ⊆ V },where V is open in Y , x∞ is a point in X , and (xn)n is a sequence that converges to x∞ in X .

P r o o f o f T h e o r e m 3.3. At first we show that the representation O(δ) is indeed admissible w. r. t. theω-Scott topology. From Proposition 3.4 it follows that O(δ) is admissible w. r. t. the topology τ1 on O(X) whichhas as its subbase the family of all sets of the form {U ∈ O(X) | {x∞, xn | n ∈ N} ⊆ U}, where (xn)n is asequence converging in X to some x∞ ∈ X .

Let H be an ω-Scott open set and let (Un)n be a sequence of opens converging with respect to τ1 to someelement U∞ ∈ H . It is not difficult to verify that for any m ∈ N the set U ′

m :=⋂

j≥m Uj ∩ U∞ is sequentiallyopen (and thus open in X , because X is sequential) and that U∞ =

⋃m∈N U ′

m. Since H is ω-Scott open, there issome m0 ∈ N with U ′

m0∈ H implying Un ∈ H for every n ≥ m0, because U ′

m0⊆ Un. Hence (Un)n converges

to U∞ w. r. t. the ω-Scott topology. Since conversely the ω-Scott topology contains τ1, it induces the same con-vergence relation on O(X) as τ1. Thus O(δ) is admissible w. r. t. the ω-Scott topology as well. Notice that theω-Scott topology is known to be sequential, thus it is equal to the final topology of O(δ) by [10, Theorem 7].

By Proposition 3.4, MC(δ) is admissible w. r. t. the topology τ2 on M(X) that has as a subbase the family ofall sets of the form

V := {ν ∈ M(X) | (∀j ≤ ∞)(ν(Uj) > z)},

where z ∈ R and (Un)n is a sequence of opens that converges w. r. t. the ω-Scott topology to some U∞ ∈ O(X).Clearly, τ2 contains the weak topology as a subset. To show that the converse holds as well, let µ be a member ofsuch a subbase set V . As mentioned above, the sets U ′

m :=⋂

j≥m Uj∩U∞ are open and satisfy U∞ =⋃

m∈N U ′m.

Since µ|O(X) is ω-continuous, there is some m0 ∈ N with µ(U ′m0

) > z. Obviously

µ ∈ {ν ∈ M(X) | ν(U ′m0

) > z} ∩ ⋂i<m0

{ν ∈ M(X) | ν(Ui) > z} ⊆ V.

Thus V belongs to the weak topology, implying that the weak topology is equal to τ2. Therefore MC(δ) is ad-missible w. r. t. the weak topology.

We do not know whether the weak topology on M(X) is sequential, which would imply that the final topologyof the canonical representation is equal to the weak topology. In any case, for countably-based spaces X theweak topology on M(X) is countably-based by virtue of Lemma 3.2 and thus sequential. By [10, Theorem 7]we obtain:

Corollary 3.5 For any admissible representation δ of a countably-based space X , the final topology of MC(δ)is equal to the weak topology on M(X).

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436 M. Schroder: Admissible representations for probability measures

The canonical representation MC(δ) turns out to be ≤cp-complete in the set of all representations γ of M(X)that admit computability of horizontal integration. This generalises the corresponding result by K. Weihrauch forthe unit interval (cf. [14, Theorem 2.6]).

Proposition 3.6 Let γ be a representation of a subset S of M(X).1. The integral operator∫

: C(X, I<) × S −→ I<

is ([δ −→ �I<], γ, �I<

)-computable if and only if γ ≤cp MC(δ).2. The integral operator∫

: C(X, I<) × S −→ I<

is ([δ −→ �I<], γ, �I<

)-continuous if and only if γ ≤t MC(δ).

P r o o f. We only show 1., the proof of 2. is similar.“⇐”: It suffices to consider the case γ = MC(δ). Let f := [δ −→ �I<

](p) and µ := MC(δ)(q). For any ra-tional number z <

∫fdµ, there are k ≥ 1 and rational numbers 0 = a0 < a1 < · · · < ak ≤ 1, b1, . . . , bk such

that µ(f−1(ai, 1]) > bi and∑k

i=1(ai − ai−1) · bi ≥ z. From the name p and any rational number a we can com-pute an O(δ)-name r of the open set f−1(a, 1] and then from the names q and r some �I< -name s of µ(f−1(a, 1]).This name s effectively encodes a list of rationals below µ(f−1(a, 1]). Therefore we can effectively produce a listof rationals below

∫fdµ and hence a �I<

-name of∫

fdµ. This means that∫

is ([δ −→ �I<],MC(δ), �I<

)-com-putable.

“⇒”: Let µ := γ(p) and U := O(δ)(q). Since µ(U) =∫

cfUdµ and [δ −→ �I< ](q) = cfU , every comput-able realiser g :⊆ Σω × Σω −→ Σω of

∫also realises the function (µ, O) �−→ µ(O) w. r. t. γ, O(δ), and �I< .

Hence we can compute an [O(δ) −→ �I< ]-name of the valuation µ|O(X), which by definition is an MC(δ)-nameof µ.

3.2 The Cauchy representation

For a metric space (X, d) the weak topology on M(X) is known to be metrisable. One of the metrics generatingthe weak topology is called Prokhorov metric (cf. [4]). The Prokhorov metric dM : M(X) −→ [0, 1] is definedby

dM(µ, ν) := inf{r > 0 | (∀A ∈ B(X))(µ(A) ≤ ν(B(A; r)) + r)} ≤ 1,

where B(A; r) denotes the ball {x ∈ X | (∃y ∈ A)(d(x, y) < r)}. Note that despite its seemingly asymmetricdefinition the Prokhorov metric is symmetric.

Now let X = (X, dX, DX, αX) be a computable metric space and δX its Cauchy representation (see Subsec-tion 2.1). A countable dense subset of the Prokhorov space (M(X), dM) is given by the set

DM := {∑mi=0 qi · ∂αX(i) | m ∈ N, q0, . . . , qm ∈ Q ∩ I,

∑mi=0 qi = 1}

of generalised Dirac measures with rational weights. Here, ∂x : B(X) −→ I denotes the Dirac measure that con-centrates the whole weight on the single point x ∈ X . Given a canonical numbering αM of DM, the quadru-ple (M(X), dM, DM, αM) constitutes a computable metric space, as shown by P. Gacs in [4]. We denote itsCauchy representation by δM(X). It is admissible w. r. t. the topology generated by the metric dM and thus alsow. r. t. the weak topology on M(X). By Theorem 3.3 together with [11, Proposition 2.3.4] it follows that δM(X)

is topologically equivalent to the canonical representation MC(δX) derived from the Cauchy representation δX

of X. Both representations turn out to be even computably equivalent.

Proposition 3.7 Let X = (X, dX, DX, αX) be a computable metric space with Cauchy representation δX. Thenthe Cauchy representation δM(X) of M(X) is computably equivalent to the canonical representation MC(δX).

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S k e t c h o f p r o o f.“MC(δX) ≤cp δM(X)”: At first one shows that the mapping

(ν, k) �−→ dM(ν, αM(k))

is computable w. r. t. MC(δX) and the upper representation �> on I using the equivalence

r > dM(ν,∑m

i=0 qi · ∂αX(i)) ⇔ (∀E ⊆ {0, . . . ,m})(ν(⋃

e∈E B(αX(e), r)) + r >∑

e∈E qe).

Given an MC(δX)-name p of a measure µ and n ∈ N, one can therefore computably search for an element αkn

with dM(µ, αkn) < 2−n. Thus one can compute a δM(X)-name of µ out of p.

“δM(X) ≤cp MC(δX)”: Let µ be a measure and (αM(kn))n be a sequence that converges rapidly to µ.It is enough to show that, for any open set U given by any O(δX)-name, one can produce a list of all ratio-nals below µ(U). By an algorithm similar to the one in the proof of [11, Proposition 4.4.3], one can compute asequence (B(αX(ai); ri))i of balls with rational radii satisfying

U =⋃

i∈N B(αX(ai); ri).

As dM(µ, αM(kn)) ≤ 2−n, we have

µ(⋃m

i=1 B(αX(ai); ri − 42n

)) − 22n

≤ αM(kn)(⋃m

i=1 B(αX(ai); ri − 22n

)) − 12n

≤ µ(⋃m

i=1 B(αX(ai); ri)).

By σ-additivity of µ, for every rational z < µ(U) there are n, m ∈ N with

µ(⋃m

i=1 B(αX(ai); ri − 42n

)) > z +22n

.

So one can produce a list of all rationals below µ(U) by computing all rationals z for which there are n, m with

z < αM(kn)(⋃m

i=1 B(αX(ai); ri − 22n

)) − 12n

.

By computability of dX, one can semi-decide this inequation. We obtain δM(X) ≤cp MC(δX).

3.3 The representation via probabilistic names

We now define a representation MN(δ) of M(X) based on probabilistic processes on infinite words. Probabilis-tic processes provide a natural way of generating Borel measures on represented spaces. The idea is to randomlygenerate an element p of Σω by performing a sequence of independent choices. If the probability of p being inthe domain of the considered representation is equal to 1, then this amounts to randomly choosing an element ofthe represented space X , see [12] for details.

Formally, a probabilistic process is a function π : Σ∗ −→ I satisfying

(1) π(ε) = 1 and π(w) =∑

a∈Σ π(wa) for all w ∈ Σ∗.

A probabilistic process π induces a Borel measure π on Σω which is defined on the open sets of Σω by

(2) π(WΣω) :=∑

w∈W π(w) for all prefix-free sets W ⊆ Σ∗.

By [12, Lemma 4], (2) indeed determines a unique Borel measure on Σω.Given a Borel measure µ : B(X) −→ I on X , we say that a probabilistic process π is a δ-probabilistic name

for µ if µ(B) = π∗(δ−1[B]) holds for every Borel set B ∈ B(X). Remember that π∗ denotes the outer measuregenerated by π. If additionally Σω \ dom(δ) is a π-null set, i. e. π∗(Σω \ dom(δ)) = 0, then π is called a strongprobabilistic name for µ.

By [12, Lemma 6 and Proposition 7], π is a δ-probabilistic name for µ if and only if for every U ∈ O(X) andevery V ∈ O(Σω), V ∩ dom(δ) = δ−1[U ] implies π(V ) = µ(U). In particular, this implies π∗(dom(δ)) = 1.

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438 M. Schroder: Admissible representations for probability measures

Conversely, if π∗(dom(δ)) = 1, then B �−→ π∗(δ−1[B]) yields a Borel measure on X . By MN(X) (by MS(X))we denote the set of Borel measures that have an ordinary (respectively strong) δ-probabilistic name. Note thatboth sets MN(X),MS(X) are independent of the choice of the admissible representation δ by [12, Corollary 12].It is not known whether every Borel measure on any admissibly representable space has a probabilistic name.However, if X is countably-based or, more generally, if X has a countable pseudobase consisting of universallymeasurable sets, then MN(X) is equal to M(X) by [12, Proposition 13]. By the following lemma, MS(X) isnot necessarily equal to MN(X).

Lemma 3.8 A subspace Y of Σω satisfies MS(Y ) = MN(Y ) if and only if Y is a universally measurablesubset of Σω.

P r o o f. Let γ :⊆ Σω −→ Y be the admissible representation of Y defined by dom(γ) := Y and γ(p) := p.“⇐”: Let Y be universally measurable. Any γ-probabilistic name π for a Borel measure µ on Y is simulta-

neously a strong γ-probabilistic name for Y , because π∗(Σω \ dom(γ)) = π∗(Σω \ Y ) = 1 − π∗(Y ) = 0, as Yis π-measurable. Thus MS(Y ) = MN(Y ).

“⇒”: Let µ be a Borel measure on Σω such that Y is not µ-measurable. Choose some Borel set G ⊆ B(Σω)with Y ⊆ G and µ∗(Y ) = µ(G). Then µ(G) > 0, because otherwise Y would be measurable by being a null-set.Obviously, ν : B(Σω) −→ I defined by

ν(B) := µ(B ∩ G)/µ(G)

is a Borel measure on Σω with ν∗(Y ) = ν(Σω) = 1.Suppose for contradiction ν∗(Σω \Y ) = 0. Then there is some N ∈ B(Σω) with Σω \Y ⊆ N and ν(N) = 0,

hence µ(N ∩ G) = 0. Since Σω \ N ⊆ Y ⊆ G and

µ(Σω \ N) = 1 − µ(N) = µ(N ∪ G) − µ(N) = µ(G) − µ(N ∩ G) = µ(G),

this implies that Y is µ-measurable, a contradiction.Hence

ν∗(Σω \ Y ) + ν∗(Y ) > 1,

implying that Y is not ν-measurable. Obviously, the function π : Σ∗ −→ I with π(w) := ν(wΣω) is a probabi-listic process satisfying π = ν. By [12, Lemma 6 and Theorem 8], π is a γ-probabilistic name of the Borel mea-sure η : B(Y ) −→ I defined by

η(B) := π∗(γ−1[B]).

Since γ is injective, π is the only γ-probabilistic name of η. Hence η does not have any strong γ-probabilisticname. We conclude MS(Y ) �= MN(Y ).

Using the ambient representations �Σ∗ of Σ∗ and �I= of I=, we define representations MN(δ) of MN(X)and MS(δ) of MS(X) by

MN(δ)(p) = µ :⇔ [�Σ∗ −→ �I= ](p) is a δ-probabilistic name for µ,

MS(δ)(p) = µ :⇔ [�Σ∗ −→ �I= ](p) is a strong δ-probabilistic name for µ.

Trivially, MS(δ) ≤cp MN(δ). If dom(δ) is universally measurable, then both representations are equal. It fol-lows from [12, Proposition 10] that both operators preserve computable equivalence of representations. With si-milar proofs, one can show preservation of topological equivalence.

Proposition 3.9 The operators MN and MS preserve computable and topological equivalence of represen-tations.

4 Comparison of the representations of Borel measures

In this section we will investigate the relationship between the canonical representation of M(X) and the repre-sentation via probabilistic names. In particular, we will show that they are topologically equivalent in the case ofcountably-based T0-spaces. For a computable metric space X, both representations are computably equivalent tothe Cauchy representation of M(X).

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4.1 The general case

By [12, Theorem 16], the integral operator∫

: C(X, I<) ×MN(X) −→ I< is ([δ −→ �I< ],MN(δ), �I<)-com-putable. By Proposition 3.6 we obtain:

Proposition 4.1 Let δ be an admissible representation of a sequential space X . Then MN(δ) and MS(δ) arecomputably reducible to MC(δ), more precisely MS(δ) ≤cp MN(δ) ≤cp MC(δ).

As a consequence we obtain that, in the case MN(X) = M(X), the final topology of MN(δ) is finer than(or equal to) the weak topology on M(X).

4.2 The case of countably-based spaces

We now work towards showing that for countably-based spaces the canonical representation and the represen-tation via probabilistic names are topologically equivalent. The idea is to establish this equivalence at first forScott’s graph model P. The underlying set of P is the family of all subsets of N, topologised by the ω-Scott topo-logy O(P) on the dcpo (P,⊆). The family BP of sets ↑F := {y ∈ P | F ⊆ y}, where F is a finite subset of N,forms a basis of the Scott topology on P. We equip P with a representation �P : Σω −→ P defined by

�P(p) := {m ∈ N | (∃i ∈ N)(p〈i,m〉 = 1)},

where 〈·, ·〉 : N2 −→ N denotes the computable bijection defined by 〈a, b〉 := b +∑a+b

i=1 i. It is admissible: con-tinuity of �P is obvious; for a given continuous function ϕ :⊆ Σω −→ P, the continuous function g : Σω −→ Σω

defined by

g(p)(〈a, b〉) :=

{1 if ϕ(q) ∈ ↑{b} for all q ∈ dom(ϕ) with (∀i ≤ a)(q(i) = p(i)),0 otherwise

translates ϕ into �P.The space P is known to be universal for the class of countably-based T0-spaces in the sense that each of these

spaces is isomorphic to some subspace of P. Given a numbering β : N −→ B of a countable subbase B of X ,an embedding ιβ : X −→ P can be defined by ιβ(x) := {i ∈ N | x ∈ β(i)}. This embedding leads to a repre-sentation δβ := ι−1

β ◦ �P of X which can easily be verified to be admissible w. r. t. the topology of X . A repre-sentation of X constructed in this way is called a standard representation of X (cf. [15]).

For the proof of MC(�P) ≤cp MN(�P) we need the following Splitting Lemma (cf. [6]), which we formulatefor rational numbers rather than real numbers.

Lemma 4.2 (Splitting Lemma) Let (ra)a∈A and (sb)b∈B be two finite sequences of non-negative rationalnumbers and let Z ⊆ A × B be a relation such that, for all I ⊆ A,

(3)∑

i∈I ri ≤∑{sj | (∃i ∈ I)((i, j) ∈ Z)}.

Then there exist non-negative rationals (ti,j)(i,j)∈Z satisfying

(4)∑

(a,j)∈Z ta,j = ra and∑

(i,b)∈Z ti,b ≤ sb

for all a ∈ A and b ∈ B. Moreover, there is an algorithm computing such rationals (ti,j)(i,j)∈Z from (ra)a∈A

and (sb)b∈B . It produces dyadic rationals if the input consists of dyadic rationals.

S k e t c h o f p r o o f. This lemma follows from the computable Max-Flow Min-Cut Theorem, see [8] for de-tails (and the following terminology). Assuming that A, B, and {⊥,�} are disjoint, one considers the directedgraph which has A ∪ B ∪ {⊥,�} as its set of vertices and E := ({⊥} × A) ∪ Z ∪ (B × {�}) as its set of edges.The capacity assigned to an edge (⊥, a) is ra, to an edge (a, b) ∈ Z is ∞, and to an edge (b,�) is sb. Condi-tion (3) ensures that the minimal cut of this graph (with ⊥ being the source and � being the sink) is

∑a∈A ra.

By the computable Max-Flow Min-Cut Theorem one can compute a feasible flow t : E −→ Q ∩ [0,∞) throughthe graph with maximal value

∑a∈A ra. The numbers (t(i, j))(i,j)∈Z are easily verified to satisfy (4). Note that

standard algorithms for computing feasible flows produce dyadic rational outputs for dyadic rational inputs.

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440 M. Schroder: Admissible representations for probability measures

Proposition 4.3 The representations MN(�P), MS(�P), and MC(�P) are computably equivalent.

P r o o f. From Proposition 4.1 we already know MN(�P) ≤cp MC(�P). Since the complement of the domainof �P has measure 0 by being empty, MS(�P) and MN(�P) are equal. The difficult part of the proof is to showthat MC(�P) ≤cp MN(�P).

4.2.1 Idea of the proof of MC(�P) ≤cp MN(�P)MC(�P) ≤cp MN(�P)MC(�P) ≤cp MN(�P)

Given a name p of a Borel measure µ = MC(�P)(p) under the canonical representation, we construct at first forevery n ∈ N a probabilistic valuation νn on the smallest algebra An on P containing {↑{0}, . . . , ↑{n}} such that

(5) νn(B) ∈ D ∩ I, νn(B) ≤ νn+1(B) � µ(B), and supi≥n νi(B) = µ(B)

hold for every set B ∈ Bn \ {P}, where Bn := An ∩ O(P) and � denotes the transitive relation defined by

a � b :⇔ a < b ∨ a = b = 0.

The finite algebra An is disjunctively generated by the family Cn := {CnF | F ⊆ {0, . . . , n}} of prime crescents

CnF := (

⋂i∈F ↑{i}) \ (

⋃i∈{0,...,n}\F ↑{i}) = {y ∈ P | y ∩ {0, . . . , n} = F} (F ⊆ {0, . . . , n})

in the sense that every set M ∈ An is a disjoint union of certain sets in Cn. Moreover,⋃

n∈N Bn is equal to the clo-sure of the basis BP under finite union. Thus (νn)n is a sequence of finitely codable valuations that “converges”to µ on the smallest lattice containing the standard basis BP.

From (νn)n we then compute a probabilistic process πp : Σ∗ −→ D ∩ I corresponding on the words u ∈ Σ∗

of length �(k) :=∑k+1

i=1 i to the valuation νk in the sense that

(6) νk(B) =∑{πp(u) | u ∈ Σ�(k) and ↑(u+) ⊆ B} holds for every B ∈ Bk,

where

u+ := �P(u0ω) = {m ∈ N | (∃i ∈ N)(〈i,m〉 < lg(u), u〈i, m〉 = 1)}.

This probabilistic process πp turns out to be a �P-probabilistic name for µ, see below. Note that � is chosen insuch a way that for all F ⊆ {0, . . . , k + 1} there is exactly one word w ∈ Σk+2 such that for all u ∈ Σ�(k) wehave uw ∈ Σ�(k+1) and (uw)+ = u+ ∪ F . Moreover, the basic open set ↑(u+) is equal to the set of those ele-ments y ∈ P that have a �P-name with prefix u.

4.2.2 Construction of the valuations νn

In order to construct the valuations νn, we at first compute for every set B ∈ ⋃n∈N Bn \ {P}, finitely encoded as

the finite family of all basic open subsets of B, a sequence (dB,m)m∈N of dyadic rationals approximating µ(B)from below, i. e. (dB,m)m∈N satisfies 0 ≤ dB,m ≤ dB,m+1 � µ(B) and supi∈N dB,i = µ(B). We sketch how thiscan be done: Given r ∈ dom(�P), we can semi-decide �P(r) ∈ B by searching for a prefix w of r which satis-fies ↑(w+) ⊆ B. This implies that we can produce a [�P −→ �I< ]-name of B. The MC(�P)-name p of µ allowsus the computation of a �I<

-name of µ(B). The latter codes a sequence (rB,j)j of rationals converging to µ(B)from below. From (rB,m)m we can extract in a computable way a sequence (dB,m)m with the required properties.Note that (dB,m)B,m depends on the name p, not only on the valuation µ encoded by p.

From the double sequence (dB,m)B,m we construct the sequence (νn)n recursively as follows.“n = 0”: We set ν0(↑{0}) := d↑{0},0 and ν0(P \ ↑{0}) := 1 − ν0(↑{0}), ν0(∅) := 0, ν0(P) := 1.“n → n + 1”: We construct νn+1 from νn as follows: By applying exhaustive search, we seek at first for a

finite function q : Cn+1 −→ D ∩ I and a number m ≥ n + 1 satisfying

(a) dB,n+1 ≤ ∑{q(C) | C ∈ Cn+1, C ⊆ B} ≤ dB,m for all B ∈ Bn+1 \ {P},

(b) νn(B) ≤ ∑{q(C) | C ∈ Cn+1, C ⊆ B} for all B ∈ Bn \ {P}, and

(c)∑

C∈Cn+1q(C) = 1.

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Then we set

νn+1(M) :=∑{q(C) | C ∈ Cn+1, C ⊆ M}

for M ∈ An+1. Note that (a) and (b) imply (5), whereas (c) ensures that νn+1 is probabilistic.We show that such a pair (q, m) exists: First, there is a number t ∈ (0, 1) satisfying dB,n+1 ≤ t · µ(B) for

all B ∈ Bn+1 \ {P} and νn(B) ≤ t · µ(B) for all B ∈ Bn \ {P}. For every prime crescent C ∈ Cn+1 \ {Cn+1∅ }

there exists a dyadic rational number q(C) with t · µ(C) ≤ q(C) � µ(C). Let

q(Cn+1∅ ) := 1 − ∑

C �=Cn+1∅

q(C) ≥ 0.

One easily verifies that q satisfies (b), (c), and

dB,n+1 ≤ ∑C⊆B q(C) � µ(B)

for all B ∈ Bn+1 \ {P}. Since Bn+1 is finite and supi∈N dB,i = µ(B), there is some m satisfying (a).

4.2.3 Construction of the probabilistic process πp

We construct πp recursively and define in step k the values πp(w) for words w with �(k − 1) < lg(w) ≤ �(k).“k = 0”: Obviously,

Σ�(0) = {1, 0}, C0 = {↑{0}, P \ ↑{0}}, and A0 = {∅, P} ∪ C0.

We set πp(1) := ν0(↑{0}), πp(0) := 1 − πp(1), and πp(ε) := 1.“k → k + 1”: In order to apply the Splitting Lemma, we define a relation Z ⊆ Σ�(k) × Ck+1 and two sequen-

ces (ru)u∈Σ�(k) and (sC)C∈Ck+1 by

(u, C) ∈ Z :⇔ ↑(u+) ⊇ C, ru := πp(u), and sC := νk+1(C).

Let I ⊆ Σ�(k). Since B :=⋃{↑(u+) | u ∈ I} ∈ Bn, we obtain∑

u∈I ru ≤ ∑{πp(u) | u ∈ Σ�(k), ↑(u+) ⊆ B}= νk(B)≤ νk+1(B)=

∑{νk+1(C) | C ∈ Ck+1, C ⊆ B}=

∑{νk+1(C) | C ∈ Ck+1, (∃u ∈ I)(C ⊆ ↑(u+))}=

∑{sC | (∃u ∈ I)((u, C) ∈ Z)}.

By the Splitting Lemma 4.2, we can compute non-negative dyadic rationals (tu,C)(u,C)∈Z such that

(7)∑

(u,D)∈Z tu,D = πp(u) and∑

(v,C)∈Z tv,C ≤ νk+1(C) for all u ∈ Σ�(k) and C ∈ Ck+1.

Since

1 =∑{πp(u) | u ∈ Σ�(k)}

=∑{∑(u,C)∈Z tu,C | u ∈ Σ�(k)}

=∑{∑(u,C)∈Z tu,C | C ∈ Ck+1}

≤ ∑{νk+1(C) | C ∈ Ck+1}= 1,

we have even

(8)∑

(v,C)∈Z tv,C = νk+1(C) for all C ∈ Ck+1.

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442 M. Schroder: Admissible representations for probability measures

Using w⊕ := {i < lg(w) | w(i) = 1}, we define πp on Σ�(k+1) unambiguously by

(9) πp(uw) :=

{tu,Ck+1

w⊕if u+ ⊆ w⊕,

0 otherwise

for u ∈ Σ�(k) and w ∈ Σk+2. Moreover, for words z with �(k) < lg(z) < �(k + 1) we set

πp(z) :=∑{πp(v) | v ∈ Σ�(k+1), z � v}.

For u ∈ Σ�(k) and w ∈ Σk+2 we have

u+ ⊆ w⊕ ⇔ (u, Ck+1w⊕ ) ∈ Z, uw ∈ Σ�(k+1), and (uw)+ = u+ ∪ w⊕.

(7) yields

πp(u) =∑{tu,C | (u, C) ∈ Z}

=∑{tu,Ck+1

w⊕| w ∈ Σk+2, u+ ⊆ w⊕}

=∑{πp(uw) | w ∈ Σk+2, u+ ⊆ w⊕}

=∑{πp(uw) | w ∈ Σk+2}

=∑{πp(v) | v ∈ Σ�(k+1), u � v}.

This implies πp(z) =∑

a∈Σ πp(za) for all words z with lg(z) < �(k + 1), guaranteeing that πp becomes a prob-abilistic process.

For every prime crescent C ∈ Ck+1 there is exactly one word xC ∈ Σk+2 with C = Ck+1

x⊕C

. We obtain by (8)

and (9):

νk+1(C) =∑{tu,C | (u, C) ∈ Z}

=∑{πp(uxC) | u ∈ Σ�(k), u+ ⊆ x⊕

C}=

∑{πp(uw) | u ∈ Σ�(k), w ∈ Σk+2, (uw)+ = x⊕C}

=∑{πp(v) | v ∈ Σ�(k+1), v+ = x⊕

C}=

∑{πp(v) | v ∈ Σ�(k+1), Ck+1v+ = C}.

Hence

νk+1(B) =∑{νk+1(C) | C ∈ Ck+1, C ⊆ B}

=∑{πp(v) | v ∈ Σ�(k+1), Ck+1

v+ ⊆ B}=

∑{πp(v) | v ∈ Σ�(k+1), ↑(v+) ⊆ B}

for all B ∈ Bk+1, guaranteeing (6).

4.2.4 Proof of πp being a probabilistic name for µ

Let U ∈ O(P) and V ∈ O(Σω) with V ∩ dom(�P) = �−1P [U ]. Then V = �−1

P [U ]. For n ∈ N let

Un :=⋃{↑F | F ⊆ {0, . . . , n}, ↑F ⊆ U} ∈ Bn and Vn :=

⋃{wΣω | w ∈ Σ�(n), ↑(w+) ⊆ U}.

Clearly, U =⋃

n∈N Un, Un ∈ Bn, V =⋃

n∈N Vn, and πp(V ) = supn∈N πp(Vn), as πp is a Borel measure. By (6)we have

πp(Vn) =∑{πp(w) | w ∈ Σ�(n), ↑(w+) ⊆ U}

=∑{πp(w) | w ∈ Σ�(n), ↑(w+) ⊆ Un}

= νn(Un).

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Hence πp(Vn) ≤ µ(Un) ≤ µ(U), implying πp(V ) ≤ µ(U). Now let ε > 0. Since µ|O(P) is a continuous valua-tion, there is m ∈ N such that µ(Um) ≥ µ(U) − ε/2. By (5) there is some n ≥ m with νn(Um) > µ(Um) − ε/2.Hence

πp(V ) ≥ πp(Vn) = νn(Un) ≥ νn(Um) ≥ µ(U) − ε.

We conclude πp(V ) = µ(U). Therefore πp is a �P-probabilistic name for µ.

4.2.5 Computability of p �−→ πp

The function (p, w) �−→ πp(w) is computable, because πp(w) only depends on finitely many elements of thesequences (dB,n)B,n and (νn)n and because they are computable in p, B, n. Hence there is a computable func-tion g :⊆ Σω −→ Σω such that πp = [�Σ∗ −→ �I< ](g(p)). Since πp is a probabilistic name of µ = MC(�P)(p),g translates MC(�P) into MN(�P). This concludes the proof of MC(�P) ≤cp MN(�P).

For transferring the equivalence result from P to arbitrary countably-based spaces, we need the property thatany probabilistic name π for a measure µ : B(P) −→ I satisfies µ∗(M) = π∗(�−1

P [M ]) for all subsets M of P,not only for Borel sets.

Lemma 4.4 Let π : Σ∗ −→ I be a �P-probabilistic name for a Borel measure µ on P. Then

µ∗(M) = π∗(�−1P [M ])

holds for all M ⊆ P.

P r o o f. Let M ⊆ P. Then there are Borel sets A ∈ B(P) and B ∈ B(Σω) such that M ⊆ A, µ(A) = µ∗(M),�−1

P [M ] ⊆ B, and π(B) = π∗(�−1P [M ]). The graph of �P is a Borel set of Σω × P, because

Graph(�P) =⋂

i∈N((�−1P [↑{i}] × ↑{i}) ∪ (�−1

P [P \ ↑{i}] × (P \ ↑{i}))).Hence the set

�P[Σω \ B] = {z ∈ P | (∃p ∈ Σω)((p, z) ∈ Graph(�P) ∩ (Σω \ B) × P)}is the projection of a Borel set of Σω × P onto P. Since Σω is a separable complete metric space, �P[Σω \ B] isa universally measurable subset of P by [1, Proposition 8.4.4]. Thus there are Borel sets C,D ∈ P with

C ⊆ �P[Σω \ B] ⊆ D and µ(C) = µ(D).

Since M ⊆ P \ �P[Σω \ B] and �−1P [P \ D] ⊆ B, it follows

µ∗(M) ≤ µ∗(P \ �P[Σω \ B])≤ µ(P \ C)= µ(P \ D)= π∗(�−1

P [P \ D])≤ π(B)= π∗(�−1

P [M ])≤ π∗(�−1

P [A])= µ(A)= µ∗(M),

hence µ∗(M) = π∗(�−1P [M ]).

Now we are ready to prove:

Theorem 4.5 Let δβ be any standard representation of a countably-based T0-space X . Then the representa-tions MN(δβ) and MC(δβ) are computably equivalent.

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444 M. Schroder: Admissible representations for probability measures

Note that by Lemma 3.8 the representation MS(δβ) need not be topologically equivalent to MN(δβ).

P r o o f. From Proposition 4.1 we already know MN(δβ) ≤cp MC(δβ).Let µ : B(X) −→ I be a Borel measure on X . Then µ : B(P) −→ I defined by µ(D) := µ(ι−1

β [D]) is a Borelmeasure on P. We show that any �P-probabilistic name π for µ is simultaneously a δβ-probabilistic name for µ.

Let B ∈ B(X). There is some Borel set B′ ∈ B(P) with ι−1β [B′] = B. We calculate

µ∗(ιβ [B]) = inf{µ(D) | D ∈ B(P), D ⊇ ιβ [B]}= inf{µ(ι−1

β [D]) | D ∈ B(P), D ⊇ ιβ [B]}≥ µ(B)= µ(ι−1

β [B′])= µ(B′)≥ µ∗(ιβ [B]).

By Lemma 4.4 we obtain π∗(δ−1β [B]) = π∗(�−1

P [ιβ [B]]) = µ∗(ιβ [B]) = µ(B). Therefore π is a δβ-probabilisticname for µ.

We conclude that any MN(�P)-name q ∈ Σω of µ is also an MN(δβ)-name of µ. On the other hand, it is easyto see that any MC(δβ)-name p ∈ Σω of µ is simultaneously an MC(�P)-name of µ. Therefore the computabletranslator from MC(�P) into MN(�P) provided by Proposition 4.3 also translates MC(δβ) into MN(δβ).

We obtain by Propositions 3.1 and 3.9:

Theorem 4.6 For any admissible representation δ of a countably-based T0-space X , the canonical represen-tation MC(δ) of the Borel probability measures on X and the representation MN(δ) via probabilistic names aretopologically equivalent. If δ is computably equivalent to a standard representation δβ of X , then the represen-tations MC(δ) and MN(δ) are computably equivalent.

The Cauchy representation δX of a computable metric space X is computably equivalent to a standard repre-sentation δβ of X (see [15, Theorem 8.1.4]). If X is complete, then the domain of δX is a Borel set of the Cantorspace (cf. the proof of [12, Theorem 14]) and hence universally measurable. We conclude from Theorem 4.6 andProposition 3.7:

Corollary 4.7 Let X be a computable metric space with Cauchy representation δX. Then the Cauchy repre-sentation δM(X) of the Borel probability measures metrized with the Prokhorov metric is computably equivalentto the canonical representation MC(δX) and to the representation MN(δX) via probabilistic names. If X is com-plete, then δM(X) is computably equivalent to the representation MS(δX) via strong probabilistic names.

The function translating MC(δ) into MN(δ) produces probabilistic names with dyadic rational weights. Thusit would be sufficient to define probabilistic processes as a function π from Σ∗ to I ∩ D satisfying (1). One canshow that under this definition the equality MN(X) = M(X) remains true for all admissibly representable spa-ces X which have a pseudobase consisting of universally measurable sets.

Theorems 4.6 and 3.3 and Corollary 3.5 yield:

Theorem 4.8 For a countably-based T0-space X and any admissible representation δ of X , the representa-tion MN(δ) via probabilistic names is admissible w. r. t. the weak topology on M(X), and the final topologyof MN(δ) is equal to the weak topology.

The signed-digit representation �sd of the reals as well as the representation �I= of the unit interval are com-putably equivalent to a respective standard representation (cf. [15]). Moreover, their domains are Borel sets ofthe Cantor space. By Theorem 4.6 and [12, Theorem 8] this implies

MC(�sd) ≡cp MN(�sd) = MS(�sd) and MC(�I=) ≡cp MN(�I=) = MS(�I=).

Thus the representation MN(�I=) via probabilistic names of the Borel measures on the unit interval is computablyequivalent to the representation considered in [14], because both are ≤cp-complete in the set of representationsof M(I=) admitting computability of integration.

c© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim www.mlq-journal.org

Math. Log. Quart. 53, No. 4/5 (2007) / www.mlq-journal.org 445

5 Discussion

We have shown that probabilistic names induce a representation for Borel probability measures which, in the caseof countably-based T0-spaces, is admissible w. r. t. the familiar weak topology. This question had remained un-solved in the preceding paper [12]. Therefore the representation via probabilistic names is very natural, justifyingthe concept of probabilistic names as generators of Borel measures. An open problem is to find an interesting char-acterisation of the class of non countably-based qcb0-spaces for which the representation via probabilistic namesis equivalent to the canonical representation and thus admissible w. r. t. the weak topology.

Acknowledgements I thank Alex Simpson for helpful discussions.

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