On the construction of generalized measure preserving transformations with given marginals (Q4026043)
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scientific article; zbMATH DE number 124418
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| English | On the construction of generalized measure preserving transformations with given marginals |
scientific article; zbMATH DE number 124418 |
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21 February 1993
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stationarity
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ergodic transformation
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generalized measure preserving transformation
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0.9124901
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0.8992548
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0.8921236
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0.86612016
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0.86378706
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0.8626131
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On the construction of generalized measure preserving transformations with given marginals (English)
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[For the entire collection see Zbl 0744.00035.] A monotone transformation of the \(\sigma\)-algebra \({\mathfrak A}\) of a measure space \((\Omega,{\mathfrak A},\mu)\) such that \(\mu(\varphi(A))=\mu(A)\) holds for all \(A\in{\mathfrak A}\) is called generalized measure preserving transformation. It induces on measurable real functions a transformation \(T_ \varphi f\) by the formula \(\{T_ \varphi f\geq t\}=\varphi(\{f\geq t\})\). The problem posed in this paper is to characterize processes \((X_ n)\) of the form \((T_ \varphi^ n f)\). Some partial results are obtained. The general problem remains open.
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