Open Mappings of Probability Measures and the Skorokhod Representation Theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 1, pp. 3-27
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We prove that for the wide class of spaces X and Y (including completely regular Souslin spaces), every open surjective mapping $f\colon X\to Y$ induces the open mapping $\hat f\colon\mu\mapsto\mu\circ f^{-1}$ between the spaces of probability measures ${\mathcal P} (X)$ and ${\mathcal P} (Y)$. We discuss the existence of continuous inverse mappings for $\hat f$ and connections with the Skorokhod representation theorem and its generalizations.
Keywords:
weak convergence of probability measures, Skorokhod representation, open mapping, continuous selection.
@article{TVP_2001_46_1_a0,
author = {V. I. Bogachev and A. V. Kolesnikov},
title = {Open {Mappings} of {Probability} {Measures} and the {Skorokhod} {Representation} {Theorem}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {3--27},
year = {2001},
volume = {46},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_1_a0/}
}
TY - JOUR AU - V. I. Bogachev AU - A. V. Kolesnikov TI - Open Mappings of Probability Measures and the Skorokhod Representation Theorem JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2001 SP - 3 EP - 27 VL - 46 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_2001_46_1_a0/ LA - ru ID - TVP_2001_46_1_a0 ER -
V. I. Bogachev; A. V. Kolesnikov. Open Mappings of Probability Measures and the Skorokhod Representation Theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 1, pp. 3-27. http://geodesic.mathdoc.fr/item/TVP_2001_46_1_a0/