Decomposition of Lebesgue spaces (Q1267991): Difference between revisions

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Revision as of 15:46, 28 May 2024

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Decomposition of Lebesgue spaces
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    Decomposition of Lebesgue spaces (English)
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    22 March 1999
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    The author proves existence and uniqueness of a canonical system of measures for a strictly separable \(\sigma\)-subalgebra of a Lebesgue space. Moreover, the product structure of the factor space for the smallest \(\sigma\)-subalgebra generated by strictly separable \(\sigma\)-subalgebras of a Lebesgue space being stochastically independent is studied. The main result concerns a complete description of all possible structures of the factor spaces in connection with a pair of stochastically commuting strictly separable \(\sigma\)-subalgebras.
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    decomposition
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    factor space
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    Lebesgue space
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    stochastically independent
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    stochastically commuting
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