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Implicit Markov kernels in probability theory

Daniel Hlubinka (2002)

Commentationes Mathematicae Universitatis Carolinae

Having Polish spaces 𝕏 , 𝕐 and we shall discuss the existence of an 𝕏 × 𝕐 -valued random vector ( ξ , η ) such that its conditional distributions K x = ( η ξ = x ) satisfy e ( x , K x ) = c ( x ) or e ( x , K x ) C ( x ) for some maps e : 𝕏 × 1 ( 𝕐 ) , c : 𝕏 or multifunction C : 𝕏 2 respectively. The problem is equivalent to the existence of universally measurable Markov kernel K : 𝕏 1 ( 𝕐 ) defined implicitly by e ( x , K x ) = c ( x ) or e ( x , K x ) C ( x ) respectively. In the paper we shall provide sufficient conditions for the existence of the desired Markov kernel. We shall discuss some special solutions of the ( e , c ) - or ( e , C ) -problem and illustrate...

Intégration par rapport à une multimesure de Radon monotone, à valeurs convexes fermées bornées

Gabriel Birame Ndiaye, Doudou Sakhir Thiam (2010)

Annales de la faculté des sciences de Toulouse Mathématiques

Nous introduisons une notion de multimesure de Radon s-compacte, à valeurs convexes fermées bornées, afin de généraliser et d’unifier des résultats établis, pour des multimesures de Radon à valeurs faiblement compactes, par A. Costé, R. Pallu De La Barrière, K. Siggini, D. S. Thiam. Nous présentons l’intégration par rapport à de telles multimesures de Radon ; et démontrons un théorème de correspondance biunivoque, entre les multimesures faibles monotones s-compactes et les multimesures de Radon...

Lemme de Fatou pour l'intégrale de Pettis.

Allal Amrani (1998)

Publicacions Matemàtiques

The purpose of this paper is to present Fatou type results for a sequence of Pettis integrable functions and multifunctions. We prove the non vacuity of the weak upper limit of a sequence of Pettis integrable functions taking their values in a locally convex space and we deduce a Fatou's lemma for a sequence of convex weak compact valued Pettis integrable multifunctions. We prove as well a Lebesgue theorem for a sequence of Pettis integrable multifunctions with values in the space of convex compact...

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