On maximal ranges of vector measures for subsets and purification of transition probabilities

DOI10.1090/S0002-9939-2011-10860-8MaRDI QIDQ3104471zbMATH OpenFDO

Authors Peng Dai, Eugene A. Feinberg

Publication date 13 December 2011

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.0371

zbMATH Keywords

Lyapunov convexity theorempurification of transition probabilitiesmaximal subset

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Real- or complex-valued set functions (28A10)

Abstract: Consider a measurable space with an atomless finite vector measure. This measure defines a mapping of the $sigma$-field into an Euclidean space. According to the Lyapunov convexity theorem, the range of this mapping is a convex compactum. Similar ranges are also defined for measurable subsets of the space. Two subsets with the same vector measure may have different ranges. We investigate the question whether, among all the subsets having the same given vector measure, there always exists a set with the maximal range of the vector measure. The answer to this question is positive for two-dimensional vector measures and negative for higher dimensions. We use the existence of maximal ranges to strengthen the Dvoretzky-Wald-Wolfowitz purification theorem for the case of two measures.

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(3)

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• Extension of Lyapunov's convexity theorem to subranges
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