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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 307, Pages 5–56 (Mi znsl839)  

Monotone nonincreasing random fields on posets. II. Probability distributions on polyhedral cones

L. B. Beinenson

Nizhny Novgorod Agency for High Technologies
References:
Abstract: In this part of the paper we investigate the structure of an arbitrary measure $\mu$ concentrated on a polyhedral cone $C$ in $\mathbf{R}^d$ in the case when the decumulative distribution function $g_\mu$ of the measure $\mu$ satisfies certain continuity conditions.
If a face $\Gamma$ of the cone $C$ satisfies appropriate conditions, the restriction $\mu|_{\Gamma^{\operatorname{int}}}$ of the measure $\mu$ to the inner part of $\Gamma$ is proved to be absolutely continuous with respect to the Lebesgue measure $\lambda_\Gamma$ on the face $\Gamma$. Besides, the density of the measure $\mu|_{\Gamma^{\operatorname{int}}}$ is expressed as a derivative of the function $g_\mu$ multipied by a constant. This result was used in the first part of the paper to find the finite-dimensional distributions of a monotone random field on a poset.
Received: 12.01.2004
English version:
Journal of Mathematical Sciences (New York), 2005, Volume 131, Issue 2, Pages 5445–5470
DOI: https://doi.org/10.1007/s10958-005-0420-8
Bibliographic databases:
UDC: 519.21+512.562
Language: Russian
Citation: L. B. Beinenson, “Monotone nonincreasing random fields on posets. II. Probability distributions on polyhedral cones”, Representation theory, dynamical systems, combinatorial and algoritmic methods. Part X, Zap. Nauchn. Sem. POMI, 307, POMI, St. Petersburg, 2004, 5–56; J. Math. Sci. (N. Y.), 131:2 (2005), 5445–5470
Citation in format AMSBIB
\Bibitem{Bei04}
\by L.~B.~Beinenson
\paper Monotone nonincreasing random fields on posets. II.~Probability distributions on polyhedral cones
\inbook Representation theory, dynamical systems, combinatorial and algoritmic methods. Part~X
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 307
\pages 5--56
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl839}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2050687}
\zmath{https://zbmath.org/?q=an:1102.60047}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2005
\vol 131
\issue 2
\pages 5445--5470
\crossref{https://doi.org/10.1007/s10958-005-0420-8}
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