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Certain properties of triangular transformations of measures

Vernadsky National Library of Ukraine

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Title Certain properties of triangular transformations of measures
 
Creator Medvedev, K.V.
 
Description We study the convergence of triangular mappings on R^n, i.e., mappings T such that the ith coordinate function Ti depends only on the variables x1, . . . ,xi. We show that, under broad assumptions, the inverse mapping to a canonical triangular transformation is canonical triangular as well. An example is constructed showing that the convergence in variation of measures is not sufficient for the convergence almost everywhere of the associated canonical triangular transformations. Finally, we show
that the weak convergence of absolutely continuous convex measures to an absolutely continuous measure yields the convergence in variation. As a corollary, this implies the convergence in measure of the associated canonical triangular transformations.
 
Date 2009-11-25T11:06:24Z
2009-11-25T11:06:24Z
2008
 
Type Article
 
Identifier Certain properties of triangular transformations of measures / K.V. Medvedev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 95–99. — Бібліогр.: 12 назв.— англ.
0321-3900
http://dspace.nbuv.gov.ua/handle/123456789/4540
519.21
 
Language en
 
Publisher Інститут математики НАН України