Ein massentheoretisches Marginalproblem.
Let (X,A) and (Y,B) be measurable spaces. Supposewe are given a probability α on A, a probability β on B and a probability μ on the product σ-field A ⊗ B. Is there a probability ν on A⊗B, with marginals α and β, such that ν ≪ μ or ν ~ μ ? Such a ν, provided it exists, may be useful with regard to equivalent martingale measures and mass transportation. Various conditions for the existence of ν are provided, distinguishing ν ≪ μ from ν ~ μ.
In [2] the question was considered in how many directions can a nonmeasurable plane set behave even "better" than the classical one constructed by Sierpiński in [6], in the sense that any line in a given direction intersects the set in at most one point. We considerably improve these results and give a much sharper estimate for the size of the sets of those "better" directions.
The characterization of extremal points of the set of probability measures with given marginals is given in the general context of a marginal system. The sets of marginal uniqueness are studied and an example is added to illustrate the theory.