- #1

Fredrik

Staff Emeritus

Science Advisor

Gold Member

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Let [itex]S_0[/itex] be the set of all probability measures defined this way, and let [itex]S[/itex] be the set of all convex combinations of members of [itex]S_0[/itex]. I have found that S is closed under convex combinations.

My question is: Are there any probability measures on [itex]\mathcal B(\Omega)[/itex] that aren't members of [itex]S[/itex]?