Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



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






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Theory of Stochastic Processes, 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
References:
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.
Bibliographic databases:
Document Type: Article
MSC: 28C20, 46G12, 60B11
Language: English
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{https://mathscinet.ams.org/mathscinet-getitem?mr=2479710}
\zmath{https://zbmath.org/?q=an:1199.28047}
Linking options:
  • https://www.mathnet.ru/eng/thsp133
  • https://www.mathnet.ru/eng/thsp/v14/i1/p95
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:265
    Full-text PDF :131
    References:78
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025