On the minimax theorem for the space of probability measures on metric spaces
Volume 122 / 2020
Banach Center Publications 122 (2020), 159-168
MSC: Primary 49K35; Secondary 91A25.
DOI: 10.4064/bc122-9
Abstract
Using Prohorov’s Theorem we give a proof of the Minimax Theorem in the context of probability measures defined on separable metric spaces. We also introduce the concept of pseudo-characteristic function and use it to give necessary and sufficient conditions of relative compactness in the space of probability measures.
