Abstract.A compact measure is a (possibly nontopological) measure that is inner-regular with respect to a compact family of measurable sets. The main result of this paper is that every compact probability measure is the image, under a measure-preserving transformation, of a Loeb probability space. This generalizes a well-known result about Radon topological probability measures. It is also proved that a compact probability space can be topologized in such a way that the measure is essentially Radon.
IntroductionWhich probability measures can be represented by a Loeb space? In [2] Robert Anderson proved that every Radon probability measure on a Hausdorff space X is the image, under the standard part map, of a Loeb measure on *X. Depending on the topology on X, a converse can be proved; for example, D. Landers and L. Rogge [4] prove: if X is regular, then every probability measure, which is the image under the standard part map of a Loeb measure on *X, is Radon.The situation when X is not a Hausdorff topological space is more problematic, as the standard part map is not defined. An early approach to representing nontopological probability spaces by the Loeb measure [5] dispenses with measurable transformations altogether, but does not appear to have much application. The case when X is topological but not Hausdorff would seem to be easier than the general case, but still suffers from the lack of a standard part map (although T. Norberg [7] has recently constructed a natural analogue of the standard part map for so-called 'sober' spaces). Such spaces arise naturally in extremal theory and the theory of random closed sets (see e.g., [8] or [11]).In this paper I consider a nontopological analogue of a Radon space, called a compact probability space. The main theorem is that every compact probability space is the image, under a measure-preserving transformation cp , of a Loeb space, cp is very easy to construct, and acts very much like the standard part map; in particular, it is used to define a topology on X with respect to which cp is the standard part map, provided this topology is Hausdorff.