Abstract:
We prove that for the wide class of spaces X and Y (including completely regular Souslin spaces), every open surjective mapping $f\colon X\to Y$ induces the open mapping $\hat f\colon\mu\mapsto\mu\circ f^{-1}$ between the spaces of probability measures ${\mathcal P} (X)$ and ${\mathcal P} (Y)$. We discuss the existence of continuous inverse mappings for $\hat f$ and connections with the Skorokhod representation theorem and its generalizations.
Keywords:
weak convergence of probability measures, Skorokhod representation, open mapping, continuous selection.
Citation:
V. I. Bogachev, A. V. Kolesnikov, “Open Mappings of Probability Measures and the Skorokhod Representation Theorem”, Teor. Veroyatnost. i Primenen., 46:1 (2001), 3–27; Theory Probab. Appl., 46:1 (2002), 20–38
\Bibitem{BogKol01}
\by V.~I.~Bogachev, A.~V.~Kolesnikov
\paper Open Mappings of Probability Measures and the Skorokhod Representation Theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 2001
\vol 46
\issue 1
\pages 3--27
\mathnet{http://mi.mathnet.ru/tvp3944}
\crossref{https://doi.org/10.4213/tvp3944}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1968703}
\zmath{https://zbmath.org/?q=an:1023.60002}
\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 1
\pages 20--38
\crossref{https://doi.org/10.1137/S0040585X97978701}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000174464700002}
Linking options:
https://www.mathnet.ru/eng/tvp3944
https://doi.org/10.4213/tvp3944
https://www.mathnet.ru/eng/tvp/v46/i1/p3
This publication is cited in the following 12 articles:
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Tateishi H., “The Skorokhod Representation Theorem For Young Measures”, Trans. Am. Math. Soc., 372:9 (2019), 6589–6602
Pratelli L., Rigo P., “On the Existence of Continuous Processes With Given One-Dimensional Distributions”, Electron. Commun. Probab., 24 (2019), 46
Roininen L., Piiroinen P., Lehtinen M., “Constructing Continuous Stationary Covariances as Limits of the Second-Order Stochastic Difference Equations”, Inverse Probl. Imaging, 7:2 (2013), 611–647
Valov V., “Probability measures and Milyutin maps between metric spaces”, J. Math. Anal. Appl., 350:2 (2009), 723–730
V. I. Bogachev, A. V. Kolesnikov, “Integrability of Absolutely Continuous Transformations of Measures and Applications to Optimal Mass Transportation”, Theory Probab. Appl., 50:3 (2006), 367
V. I. Bogachev, A. V. Kolesnikov, “Integrability of absolutely continuous measure transformations and applications to optimal transportation”, Theory Probab. Appl., 50:3 (2006), 367–385
Kolesnikov A.V., “Convexity inequalities and optimal transport of infinite-dimensional measures”, J. Math. Pures Appl. (9), 83:11 (2004), 1373–1404
Banakh T., Chigogidze A., Fedorchuk V., “On spaces of $\sigma$-additive probability measures”, Topology Appl., 133:2 (2003), 139–155
Banakh T.O., Bogachev V.I., Kolesnikov A.V., “Topological spaces with Prokhorov and Skorokhod properties”, Dokl. Math., 64:2 (2001), 244–247