Displaying similar documents to “On the existence of probability measures with given marginals”

Density questions in the classical theory of moments

Christian Berg, J. P. Reus Christensen (1981)

Annales de l'institut Fourier

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Let μ be a positive Radon measure on the real line having moments of all orders. We prove that the set P of polynomials is note dense in L p ( R , μ ) for any p > 2 , if μ is indeterminate. If μ is determinate, then P is dense in L p ( R , μ ) for 1 p 2 , but not necessarily for p > 2 . The compact convex set of positive Radon measures with same moments as μ is studied in some details.

Continuous version of the Choquet integral representation theorem

Piotr Puchała (2005)

Studia Mathematica

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Let E be a locally convex topological Hausdorff space, K a nonempty compact convex subset of E, μ a regular Borel probability measure on E and γ > 0. We say that the measure μ γ-represents a point x ∈ K if s u p | | f | | 1 | f ( x ) - K f d μ | < γ for any f ∈ E*. In this paper a continuous version of the Choquet theorem is proved, namely, if P is a continuous multivalued mapping from a metric space T into the space of nonempty, bounded convex subsets of a Banach space X, then there exists a weak* continuous family ( μ t ) of...

On continuous collections of measures

Robert M. Blumenthal, Harry H. Corson (1970)

Annales de l'institut Fourier

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An integral representation theorem is proved. Each continuous function from a totally disconnected compact space M to the probability measures on a complete metric space X is shown to be the resolvent of a probability measure on the space of continuous functions from M to X .

Lineability and spaceability on vector-measure spaces

Giuseppina Barbieri, Francisco J. García-Pacheco, Daniele Puglisi (2013)

Studia Mathematica

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It is proved that if X is infinite-dimensional, then there exists an infinite-dimensional space of X-valued measures which have infinite variation on sets of positive Lebesgue measure. In term of spaceability, it is also shown that c a ( , λ , X ) M σ , the measures with non-σ-finite variation, contains a closed subspace. Other considerations concern the space of vector measures whose range is neither closed nor convex. All of those results extend in some sense theorems of Muñoz Fernández et al. [Linear...

Convex Corson compacta and Radon measures

Grzegorz Plebanek (2002)

Fundamenta Mathematicae

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Assuming the continuum hypothesis, we show that (i) there is a compact convex subset L of Σ ( ω ) , and a probability Radon measure on L which has no separable support; (ii) there is a Corson compact space K, and a convex weak*-compact set M of Radon probability measures on K which has no G δ -points.

On Ordinary and Standard Lebesgue Measures on

Gogi Pantsulaia (2009)

Bulletin of the Polish Academy of Sciences. Mathematics

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New concepts of Lebesgue measure on are proposed and some of their realizations in the ZFC theory are given. Also, it is shown that Baker’s both measures [1], [2], Mankiewicz and Preiss-Tišer generators [6] and the measure of [4] are not α-standard Lebesgue measures on for α = (1,1,...).

On the complexity of sums of Dirichlet measures

Sylvain Kahane (1993)

Annales de l'institut Fourier

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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.

Simple fractions and linear decomposition of some convolutions of measures

Jolanta K. Misiewicz, Roger Cooke (2001)

Discussiones Mathematicae Probability and Statistics

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Every characteristic function φ can be written in the following way: φ(ξ) = 1/(h(ξ) + 1), where h(ξ) = ⎧ 1/φ(ξ) - 1 if φ(ξ) ≠ 0 ⎨ ⎩ ∞ if φ(ξ) = 0 This simple remark implies that every characteristic function can be treated as a simple fraction of the function h(ξ). In the paper, we consider a class C(φ) of all characteristic functions of the form φ a ( ξ ) = [ a / ( h ( ξ ) + a ) ] , where φ(ξ) is a fixed characteristic function. Using the well known theorem on simple fraction decomposition of rational functions we obtain...

A convolution property of some measures with self-similar fractal support

Denise Szecsei (2007)

Colloquium Mathematicae

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We define a class of measures having the following properties: (1) the measures are supported on self-similar fractal subsets of the unit cube I M = [ 0 , 1 ) M , with 0 and 1 identified as necessary; (2) the measures are singular with respect to normalized Lebesgue measure m on I M ; (3) the measures have the convolution property that μ L p L p + ε for some ε = ε(p) > 0 and all p ∈ (1,∞). We will show that if (1/p,1/q) lies in the triangle with vertices (0,0), (1,1) and (1/2,1/3), then μ L p L q for any measure μ in our...

A unified Lorenz-type approach to divergence and dependence

Teresa Kowalczyk

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AbstractThe paper deals with function-valued and numerical measures of absolute and directed divergence of one probability measure from another. In case of absolute divergence, some new results are added to the known ones to form a unified structure. In case of directed divergence, new concepts are introduced and investigated. It is shown that the notions of absolute and directed divergences complement each other and provide a good insight into the extent and the type of discrepancy...

Limit theorems for random fields

Nguyen van Thu

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CONTENTSIntroduction............................................................................................................................................................................ 51. Notation and preliminaries............................................................................................................................................ 52. Statement of the problem..................................................................................................................................................

Continuous linear functionals on the space of Borel vector measures

Pola Siwek (2008)

Annales Polonici Mathematici

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We study properties of the space ℳ of Borel vector measures on a compact metric space X, taking values in a Banach space E. The space ℳ is equipped with the Fortet-Mourier norm | | · | | and the semivariation norm ||·||(X). The integral introduced by K. Baron and A. Lasota plays the most important role in the paper. Investigating its properties one can prove that in most cases the space ( , | | · | | ) * is contained in but not equal to the space (ℳ,||·||(X))*. We obtain a representation of the continuous functionals...