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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
Convergence of triangular transformations of measures
D. E. Aleksandrova M. V. Lomonosov Moscow State University
Abstract:
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, convergence in variation.
Received: 01.07.2004
Citation:
D. E. Aleksandrova, “Convergence of triangular transformations of measures”, Teor. Veroyatnost. i Primenen., 50:1 (2005), 145–150; Theory Probab. Appl., 50:1 (2006), 113–118
Linking options:
https://www.mathnet.ru/eng/tvp162https://doi.org/10.4213/tvp162 https://www.mathnet.ru/eng/tvp/v50/i1/p145
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