Abstract
The set $\mathscr{P}(S)$ of probability measures on the Borel sigma field of every closed subset $S$ of $\mathbb{R}^k$ is shown to be complete under a Kolmogorov type metric. An assertion in the 1988 article by Bhattacharya and Lee that this completeness holds if $S$ is merely topologically complete is false.
Citation
Rabi N. Bhattacharya. Oesook Lee. "Correction: “Asymptotics of a class of Markov processes which are not in general irreducible” [Ann. Probab. 16 (1988), no. 3, 1333–1347; MR 89m:60148]." Ann. Probab. 25 (3) 1541 - 1543, July 1997. https://doi.org/10.1214/aop/1024404526
Information