Convergence of triangular transformations of measures
Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 1, pp. 145-150
Voir la notice de l'article provenant de la source Math-Net.Ru
We prove that if a Borel probability measure $\mu$ on a countable product of Souslin spaces satisfies a certain condition of atomlessness, then for every Borel probability measure $\nu$ on this product, there exists a triangular mapping $T_{\mu,\nu}$ that takes $\mu$ to $\nu$. It is shown that in the case of metrizable spaces one can choose triangular mappings in such a way that convergence in variation of measures $\mu_n$ to $\mu$ and of measures $\nu_n$ to $\nu$ implies convergence of the mappings $T_{\mu_n,\nu_n}$ to $T_{\mu,\nu}$ in measure $\mu$.
Keywords:
triangular mapping, conditional measure
Mots-clés : convergence in variation.
Mots-clés : convergence in variation.
@article{TVP_2005_50_1_a7,
author = {D. E. Aleksandrova},
title = {Convergence of triangular transformations of measures},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {145--150},
publisher = {mathdoc},
volume = {50},
number = {1},
year = {2005},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2005_50_1_a7/}
}
D. E. Aleksandrova. Convergence of triangular transformations of measures. Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 1, pp. 145-150. http://geodesic.mathdoc.fr/item/TVP_2005_50_1_a7/