A ``planar'' representation for generalized transition kernels (Q1802744)

Let \(\mathcal A\) be an arbitrary \(\sigma\)-algebra over a set \(X\) and let \(\mathcal B\) be the system of Borel sets of the unit interval \(I\). Let \(\gamma: X\times {\mathcal B}(I)\to \mathbb{R}_ +\) be a transition kernel. The main result is a detailed construction of a Borel isomorphism \(\varphi\) of \((X\times I,\;{\mathcal A}\otimes{\mathcal B}(I))\) to a `model' set \(M\in{\mathcal A}\otimes{\mathcal B}(\mathbb{R})\) such that for each \(x\in X\) the following holds 1. The section \(M_ x=\{t\in\mathbb{R}: (x,t)\in M\}\) can be written as \(\{- n: n\in\mathbb{N},\;n<N(x)\}\cup S_ x\cup [0,\phi(x)]\) when \(N(x)\in\mathbb{N}\cup\{+\infty\}\), \(N\) and \(\phi\) are \({\mathcal A}\)-measurable, and \(S_ x\) is a subset of a Cantor type null set \(K\subset(-1,0)\). 2. \(\varphi\) maps \(\{x\}\times I\) to \(\{x\}\times M_ x\). 3. \(\varphi(x,\cdot)\) maps the measure \(\gamma(x,\cdot)\) to the measure \(\rho_ x\) which is Lebesgue measure on \(S_ x\cup[0,\varphi(x)]\) and charges -- \(n\) with the weight of the \(n\)-th largest atom of \(\gamma(x,\cdot)\). The method is a careful analysis of the measurability properties of jumps in parametrized distribution functions. Nontrivial extensions to \(\sigma\)-finite measures are discussed. The results are extensions of Theorem 2.3 and related to Theorem 2.7 in \textit{R. D. Mauldin}, \textit{D. Preiss} and the reviewer [Ann. Probab. 11, 970-988 (1983; Zbl 0528.60006)].