We establish a decomposition of non-negative Radon measures on which extends that obtained by Strichartz [6] in the setting of -dimensional measures. As consequences, we deduce some well-known properties concerning the density of non-negative Radon measures. Furthermore, some properties of non-negative Radon measures having their Riesz potential in a Lebesgue space are obtained.
We consider a Markov chain on a locally compact separable metric space 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.
Let be the set of all Dirichlet measures on the unit circle. We prove that is a non Borel analytic set for the weak* topology and that is not norm-closed. More precisely, we prove that there is no weak* Borel set which separates from (or even , the set of all measures singular with respect to every measure in . This extends results of Kaufman, Kechris and Lyons about and and gives many examples of non Borel analytic sets.
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...
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.
Let and be algebras of subsets of a set with , and denote by the set of all quasi-measure extensions of a given quasi-measure on to . We give some criteria for order boundedness of in , in the general case as well as for atomic . Order boundedness implies weak compactness of . We show that the converse implication holds under some assumptions on , and or alone, but not in general.