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Revision as of 14:31, 27 July 2024

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Metatimes, random measures and cylindrical random variables
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    Metatimes, random measures and cylindrical random variables (English)
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    27 December 2021
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    The authors study a metatime, which is a map between two \(\sigma\)-algebras, such that images of disjoint sets are disjoint and which distributes over taking a countable union of disjoint sets. A \(\sigma\)-metatime commutes with taking the complement. An example of a metatime is constructed by taking the inverse image of a measurable function. The authors uplift their definition of metatimes to become an isometric linear operator acting on \(L^2\)-spaces and study its properties. They also consider transformations of random measures with metatimes.
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    metatime
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    cylindrical random variable
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    random measure
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    linear operator
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    trawl process
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