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 Theory Stoch. Process.: Year: Volume: Issue: Page: Find

 Theory Stoch. Process., 2008, Volume 14(30), Issue 1, Pages 95–99 (Mi thsp133)

Certain properties of triangular transformations of measures

Kirill V. Medvedev

Faculty of Mechanics and Mathematics Moscow State University, Moscow 119992, Russia

Abstract: We study the convergence of triangular mappings on ${\mathbb R}^n,$ i.e., mappings $T$ such that the $i$th coordinate function $T_i$ depends only on the variables $x_1,\ldots,x_i.$ Weshow that, under broad assumptions, the inverse mapping to a canonical triangular transformation is canonical triangular as well. An example is constructed showing that the convergence in variation of measures is not sufficient for the convergence almost everywhere of the associated canonical triangular transformations. Finally, we show that the weak convergence of absolutely continuous convex measures to an absolutely continuous measure yields the convergence in variation. As a corollary, this implies the convergence in measure of the associated canonical triangular transformations.

 Funding Agency Grant Number Deutsche Forschungsgemeinschaft 436 RUS 113/343/0(R) Partially supported by the RFBR projects 07-01-00536 and GFEN-06-01-39003, the DFG grant 436 RUS 113/343/0(R), and the INTAS project 05-109-4856.

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MSC: 28C20, 46G12, 60B11
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Citation: Kirill V. Medvedev, “Certain properties of triangular transformations of measures”, Theory Stoch. Process., 14(30):1 (2008), 95–99

Citation in format AMSBIB
\Bibitem{Med08} \by Kirill~V.~Medvedev \paper Certain properties of triangular transformations of measures \jour Theory Stoch. Process. \yr 2008 \vol 14(30) \issue 1 \pages 95--99 \mathnet{http://mi.mathnet.ru/thsp133} \mathscinet{http://www.ams.org/mathscinet-getitem?mr=2479710} \zmath{https://zbmath.org/?q=an:1199.28047}