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On the classification of Markov chains via occupation measures

Onésimo Hernández-Lerma, Jean Lasserre (2000)

Applicationes Mathematicae

We consider a Markov chain on a locally compact separable metric space X and with a unique invariant probability. We show that such a chain can be classified into two categories according to the type of convergence of the expected occupation measures. Several properties in each category are investigated.

On the complexity of sums of Dirichlet measures

Sylvain Kahane (1993)

Annales de l'institut Fourier

Let M be the set of all Dirichlet measures on the unit circle. We prove that M + M is a non Borel analytic set for the weak* topology and that M + M is not norm-closed. More precisely, we prove that there is no weak* Borel set which separates M + M from D (or even L 0 ) , the set of all measures singular with respect to every measure in M . This extends results of Kaufman, Kechris and Lyons about D and H and gives many examples of non Borel analytic sets.

On uniform tail expansions of multivariate copulas and wide convergence of measures

Piotr Jaworski (2006)

Applicationes Mathematicae

The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events is particularly important, hence there is a need for a detailed study of the tail behaviour of multivariate copulas. We investigate the class of copulas having regular tails with a uniform expansion. We present several equivalent characterizations of uniform tail expansions. Next, basing on them, we determine the class of...

Open mapping theorems for capacities

Oleh Nykyforchyn, Michael Zarichnyi (2011)

Fundamenta Mathematicae

For the functor of upper semicontinuous capacities in the category of compact Hausdorff spaces and two of its subfunctors, we prove open mapping theorems. These are counterparts of the open mapping theorem for the probability measure functor proved by Ditor and Eifler.

Order boundedness and weak compactness of the set of quasi-measure extensions of a quasi-measure

Zbigniew Lipecki (2015)

Commentationes Mathematicae Universitatis Carolinae

Let 𝔐 and be algebras of subsets of a set Ω with 𝔐 , and denote by E ( μ ) the set of all quasi-measure extensions of a given quasi-measure μ on 𝔐 to . We give some criteria for order boundedness of E ( μ ) in b a ( ) , in the general case as well as for atomic μ . Order boundedness implies weak compactness of E ( μ ) . We show that the converse implication holds under some assumptions on 𝔐 , and μ or μ alone, but not in general.

Order convergence of vector measures on topological spaces

Surjit Singh Khurana (2008)

Mathematica Bohemica

Let X be a completely regular Hausdorff space, E a boundedly complete vector lattice, C b ( X ) the space of all, bounded, real-valued continuous functions on X , the algebra generated by the zero-sets of X , and μ C b ( X ) E a positive linear map. First we give a new proof that μ extends to a unique, finitely additive measure μ E + such that ν is inner regular by zero-sets and outer regular by cozero sets. Then some order-convergence theorems about nets of E + -valued finitely additive measures on are proved, which extend...

Order-theoretic properties of some sets of quasi-measures

Zbigniew Lipecki (2017)

Commentationes Mathematicae Universitatis Carolinae

Let 𝔐 and be algebras of subsets of a set Ω with 𝔐 , and denote by E ( μ ) the set of all quasi-measure extensions of a given quasi-measure μ on 𝔐 to . We show that E ( μ ) is order bounded if and only if it is contained in a principal ideal in b a ( ) if and only if it is weakly compact and extr E ( μ ) is contained in a principal ideal in b a ( ) . We also establish some criteria for the coincidence of the ideals, in b a ( ) , generated by E ( μ ) and extr E ( μ ) .

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