On Strassen's theorem on stochastic domination.
We discuss the permanence of strong liftings under the formation of projective limits. The results are based on an appropriate consistency condition of the liftings with the projective system called "self-consistency", which is fulfilled in many situations. In addition, we study the relationship of self-consistency and completion regularity as well as projective limits of lifting topologies.
Let be a compact ordered space and let be two probabilities on such that for every increasing continuous function . Then we show that there exists a probability on such that(i) , where is the graph of the order in ,(ii) the projections of onto are and .This theorem is generalized to the completely regular ordered spaces of Nachbin and also to certain infinite products. We show how these theorems are related to certain results of Nachbin, Strassen and Hommel.
Let be a symmetric α-stable semigroup of probability measures on a homogeneous group N, where 0 < α < 2. Assume that are absolutely continuous with respect to Haar measure and denote by the corresponding densities. We show that the estimate , x≠0, holds true with some integrable function Ω on the unit sphere Σ if and only if the density of the Lévy measure of the semigroup belongs locally to the Zygmund class LlogL(N╲e). The problem turns out to be related to the properties of the maximal...
Suppose is an ordered locally convex space, and Hausdorff completely regular spaces and a uniformly bounded, convex and closed subset of . For , let . Then, under some topological and order conditions on , necessary and sufficient conditions are established for the existence of an element in , having marginals and .