Finding measures with given marginals

Citation
E. D'Aniello et Jdm. Wright, Finding measures with given marginals, Q J MATH, 51, 2000, pp. 405-416
Citations number
22
Categorie Soggetti
Mathematics
Journal title
QUARTERLY JOURNAL OF MATHEMATICS
ISSN journal
00335606 → ACNP
Volume
51
Year of publication
2000
Part
4
Pages
405 - 416
Database
ISI
SICI code
0033-5606(200012)51:<405:FMWGM>2.0.ZU;2-L
Abstract
Let (A, X) and (B, Y) be measurable spaces and let V be a Dedekind sigma -c omplete vector lattice. Let mu (1) and mu (2) be measures defined on A and B, respectively, and taking their values in the positive cone of V. We defi ne sigma -additivity of V-valued measures with respect to the order structu re of V. Let A x B be the sigma -field generated by A and B. It is shown he re that classical results of Strassen can be generalized to this situation. In particular, when mu (1)(X) = mu (2)(Y), there exists a V-valued sigma - additive measure mu on A x B such that mu (A x Y) = mu (1)(A) and mu (X x B ) = mu (2)(B) if mu (1) is sigma -additive, mu (2) is sigma -compact and V satisfies the lattice condition of being weakly sigma -distributive. When V is Dedekind complete and satisfies the stronger property of weak (sigma, i nfinity)-distributivity then analogous results hold with mu (2) satisfying the weaker property of being completely compact.