The singularity of extremal measures
A Borel measure P on \(I\times I\) is doubly stochastic if for each Borel subset A of I, \(P(A\times I)=P(I\times A)=Q(A)\), where Q is the Lebesgue measure on R. Lindenstrauss proved that every extreme doubly stochastic measure is singular with respect to the planar Lebesgue measure \(Q\times Q\). The author extends this result in the following sense. Let \(L_ 1,L_ 2,...,L_ m\) be the lines through the origin in the plane and P be a probability measure on the plane. Consider the convex set of probabilities on the plane whose projections onto \(L_ 1,L_ 2,...,L_ m\) agree with those of P. Then the author shows (actually in a more general context) that the extreme points of this convex set are singular with respect to the Lebesgue product measure.
- On the mutual singularity of Hewitt-Stromberg measures
- Extremal properties of one-dimensional Cauchy-type measures
- Lojasiewicz's Support and Doubly Stochastic Measures
- Extremal properties of singularities for Goursat distributions
- scientific article; zbMATH DE number 3980107 (Why is no real title available?)
- scientific article; zbMATH DE number 3981746 (Why is no real title available?)
- scientific article; zbMATH DE number 4110992 (Why is no real title available?)
- Extremal measures and clockwise overlays
- scientific article; zbMATH DE number 36765 (Why is no real title available?)
- Extreme Doubly Stochastic Measures with Full Support
- Measures on groups with given projections
- Singularity of self-similar measures with respect to Hausdorff measures
- Singular extremals in dimensional analysis
- Existence of singular extremals and singular functionals in reachable spaces
- Supports of extremal measures with given marginals
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