Comptes Rendus
Research article - Probability theory
A note on the compact uniform integrability in metric spaces
Comptes Rendus. Mathématique, Volume 363 (2025), pp. 905-916

In this note, we characterize the compact uniform $p$-th order integrability ($\operatorname{CUI}(p)$) condition for measurable functions taking values in a metric space, where $p \in (0, \infty )$. Based on that, we then introduce the notion of $(\nu _\theta )_\theta $-$\operatorname{CUI}(p)$ for a family of metric space valued random elements which not only extends several known notions of $\operatorname{CUI}(p)$ in the literature but also provides insight into interpreting them. Under a uniform tightness condition, characterizations of $(\nu _\theta )_\theta $-$\operatorname{CUI}(p)$ in terms of the uniform absolute continuity and of the de la Vallée Poussin criterion are discussed. Our approach to the proofs is different from the relevant works.

Dans cette note, nous caractérisons la condition d’intégrabilité d’ordre $p$-uniforme compact ($\operatorname{CUI}(p)$) pour les fonctions mesurables prenant des valeurs dans un espace métrique, où $p \in (0, \infty )$. Sur cette base, nous introduisons la notion de $(\nu _\theta )_\theta $-$\operatorname{CUI}(p)$ pour une famille d’éléments aléatoires valués dans un espace métrique qui non seulement étend plusieurs notions connues de $\operatorname{CUI}(p)$ dans la littérature, mais fournit également un aperçu de leur interprétation. Sous une condition d’étanchéité uniforme, les caractérisations de $(\nu _\theta )_\theta $-$\operatorname{CUI}(p)$ en termes de continuité absolue uniforme et du critère de de la Vallée Poussin sont discutées. Notre approche des preuves est différente de celle des travaux existants.

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DOI: 10.5802/crmath.748
Classification: 60A10, 28A25
Keywords: Compact uniform integrability, de la Vallée Poussin criterion, Kolmogorov extension theorem, metric space, uniform tightness
Mots-clés : Intégrabilité uniforme compacte, critère de la Vallée Poussin, théorème d’extension de Kolmogorov, espace métrique, étanchéité uniforme

Dinh Thanh Giang  1 ; Duong Xuan Giap  2 ; Nguyen Tran Thuan  2

1 Department of Mathematics, Ho Chi Minh City University of Education, Ho Chi Minh City, Vietnam
2 Department of Mathematics, Vinh University, Vinh, Nghe An, Vietnam
License: CC-BY 4.0
Copyrights: The authors retain unrestricted copyrights and publishing rights
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     title = {A note on the compact uniform integrability in metric spaces},
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Dinh Thanh Giang; Duong Xuan Giap; Nguyen Tran Thuan. A note on the compact uniform integrability in metric spaces. Comptes Rendus. Mathématique, Volume 363 (2025), pp. 905-916. doi: 10.5802/crmath.748

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