Ordered probability spaces

DOI10.1016/J.JMAA.2017.05.046MaRDI QIDQ2013069zbMATH OpenOpenAlexFDO

Publication date 3 August 2017

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.03213

Wasserstein metric metric space Borel probability measure partially ordered space barycentric map

Convergence of probability measures (60B10) Probability measures on topological spaces (60B05) Inequalities; stochastic orderings (60E15) Noncommutative probability and statistics (46L53)

Abstract: Let

C

be an open cone in a Banach space equipped with the Thompson metric with closure a normal cone. The main result gives sufficient conditions for Borel probability measures

m u, u

on

C

with finite first moment for which

m u l e q u

in the stochastic order induced by the cone to be order approximated by sequences

m u_{n}, u_{n}

of uniform finitely supported measures in the sense that

m u_{n} l e q u_{n}

for each

n

and

m u_{n} o m u

,

u_{n} o u

in the Wasserstein metric. This result is the crucial tool in developing a pathway for extending various inequalities on operator and matrix means, which include the harmonic, geometric, and arithmetic operator means on the cone of positive elements of a

C^{*}

-algebra, to the space

m a t h c a l P^{1} (C)

of Borel measures of finite first moment on

C

. As an illustrative particular application, we obtain the monotonicity of the Karcher geometric mean on

m a t h c a l P^{1} (m a t h b b A^{+})

for the positive cone

m a t h b b A^{+}

of a

C^{*}

-algebra

m a t h b b A

.

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