A Feller transition kernel with measure supports given by a set-valued mapping
type: Item
instance of: scholarly article
title: A Feller transition kernel with measure supports given by a set-valued mapping
zbMATH Open document ID: 1448.60011
DOI: 10.1134/S0081543820020157
published in: Proceedings of the Steklov Institute of Mathematics
publication date: 2020-06-05T00:00:00Z
review text: Let \((X, \mathcal{B}_X)\) and \((Y, \mathcal{B}_Y)\) be measurable spaces. A function \(Q\) defined on \( X\times \mathcal{B}_Y \) is called a stochastic transition kernel if a mapping \(x\mapsto Q(x, B)\) is \(\mathcal{B}_X\)-measurable for all \(B\in \mathcal{B}_Y\) and a function \(B\mapsto Q(x, B)\) is a probability measure for all \(x\in X\). Denote by \(\text{supp}(Q)\) a topological support of a probability measure \(Q\) and by \(\mathcal{P}(Y)\) the space of probability measures on \(Y\). We say that the transition kernel \(Q\) satisfies the Feller property if the mapping \(x\mapsto Q(x, \cdot)\) is continuous in the weak topology on the space \(\mathcal{P}(Y)\). The set \( \text{supp}(Q)\) is always closed. Moreover, for any closed subset \(F\) of \(Y\) there exists a measure \(Q\in \mathcal{P}(Y)\) such that its support is equal to \(F\). If \(Y\) is a separable metric space, then \(Q\mapsto \text{supp}(Q)\) is lower semicontinuous in the weak topology on \(\mathcal{P}(Y)\). If \(X\) is a topological space and \(Y\) is a metric space with Borel \(\sigma\)-algebras \(\mathcal{B}_X\) and \(\mathcal{B}_Y\) (respectively) and a mapping \(x\mapsto Q(x, \cdot)\in \mathcal{P}(Y)\), \(x\in X\), is continuous then \(Q=Q(x, B)\), \(x\in X\), \(B\in \mathcal{B}_Y\), is a transition kernel. Assuming that \(X\) is a topological space and \(Y\) is a separable metric space with Borel \(\sigma\)-algebras \(\mathcal{B}_X\) and \(\mathcal{B}_Y\) (respectively) and a transition kernel \(Q=Q(x, B)\) (\(x\in X\), \(B\in \mathcal{B}_Y\)) has the Feller property, then the set-valued mapping \(x\mapsto \text{supp}(Q(x, \cdot))\) is lower semicontinuous. Conversely: if \(X\) is a normal countably paracompact space, \(Y\) is a Polish space (with Borel \(\sigma\)-algebras \(\mathcal{B}_X\) and \(\mathcal{B}_Y\), respectively) and the set-valued mapping \(S\colon X\to 2^X\) with nonempty closed values is lower semicontinuous, then there exists a Feller transition kernel \(Q=Q(x, B)\…
Mathematics Subject Classification ID: 60B11
Mathematics Subject Classification ID: 54C60
zbMATH DE Number: 7209295
zbMATH Keywords: Feller property
zbMATH Keywords: transition kernel
zbMATH Keywords: topological support of measure
zbMATH Keywords: lower semi-continuous set-valued mapping
zbMATH Keywords: continuous branch (selection)
author: S. N. Smirnov
reviewed by: Małgorzata Terepeta
MaRDI profile type: MaRDI publication profile
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full work available at URL: s0081543820020157
OpenAlex ID: W3029420226
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description: scientific article; zbMATH DE number 7209295