Topology of spaces of probability measures
Sbornik. Mathematics, Tome 188 (1997) no. 7, pp. 973-995

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We study the space $\widehat P(X)$ of Radon probability measures on a metric space $X$ and its subspaces $P_c(X)$, $P_d(X)$ and $P_\omega (X)$ of continuous measures, discrete measures, and finitely supported measures, respectively. It is proved that for any completely metrizable space $X$, the space $\widehat P(X)$ is homeomorphic to a Hilbert space. A topological classification is obtained for the pairs $(\widehat P(K),\widehat P(X))$, $(\widehat P(K),P_d(Y))$ and $(\widehat P(K),P_c(Z))$, where $K$ is a metric compactum, $X$ an everywhere dense Borel subset of $K$, $Y$ an everywhere dense $F_{\sigma \delta }$-set of $K$, and $Z$ an everywhere uncountable everywhere dense Borel subset of $K$ of sufficiently high Borel class. Conditions on the pair $(X,Y)$ are found that are necessary and sufficient for the pair $(\widehat P(X),P_\omega (Y))$ to be homeomorphic to $(l^2(A),l^2_f(A))$.
@article{SM_1997_188_7_a1,
     author = {T. O. Banakh and T. N. Radul},
     title = {Topology of spaces of probability measures},
     journal = {Sbornik. Mathematics},
     pages = {973--995},
     publisher = {mathdoc},
     volume = {188},
     number = {7},
     year = {1997},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1997_188_7_a1/}
}
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T. O. Banakh; T. N. Radul. Topology of spaces of probability measures. Sbornik. Mathematics, Tome 188 (1997) no. 7, pp. 973-995. http://geodesic.mathdoc.fr/item/SM_1997_188_7_a1/