Representations of conditional probabilities (Q1079275)

Let (E,\({\mathcal E},P)\) be a complete probability space, \({\mathcal S}\) the set of all \({\mathcal E}\)-measurable mappings of E into C, \({\mathcal N}\) the set of all P-negligible mappings of E into C, S the quotient space \({\mathcal S}/{\mathcal N}\), and \(\pi\) the canonical mapping of \({\mathcal S}\) onto S. Let X be a locally compact space, \({\mathcal K}(X)\) the set of all continuous mappings of X into C with compact support, \(\Delta (X)=\{f\in {\mathcal K}(X):\) \(0\leq f\leq 1\}\), and \({\mathcal W}(E;X)\) the set of all mappings \(\alpha\) : \(E\to X\) such that \(f\circ \alpha \in {\mathcal S}\) for any \(f\in {\mathcal K}(X)\) and \(\sup_{f\in \Delta (X)}\pi (f\circ \alpha)=\pi (1)\). Let \(\alpha\) : \(E\to X\) be such that \(f\circ \alpha \in {\mathcal S}\) for any \(f\in {\mathcal K}(X)\), and let \(P^{(\alpha)}\) be the Radon measure on X defined by \(P^{(\alpha)}(f)=\int_{E}f\circ \alpha dP\), \(f\in {\mathcal K}(X).\) The author assumes that X and Y are two locally compact Abelian groups, \(\alpha\in {\mathcal W}(E;X)\), \(\beta\in {\mathcal W}(E;Y)\), \(P^{(\alpha)}\) is absolutely continuous with respect to a Haar measure m on X, and the Fourier transform of \(P^{(\alpha,\beta)}\) satisfies a certain inequality. He shows that the density of \(P^{(\alpha)}\) with respect to m can be chosen continuous, and investigates properties of a mapping \(x\to \mu_ x\) of X into the set of all bounded measures on Y.