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We are given a bounded Borel-measurable real-valued function on a product of countably many Polish spaces, and a product probability measure. We are interested in points in the product space that can be used to approximate the expected…

By using a quantum probabilistic approach we obtain a description of the extreme points of the convex set of all joint probability distributions on the product of two standard Borel spaces with fixed marginal distributions.

概率论 · 数学 2007-05-23 K. R. Parthasarathy

This tutorial gives an overview of some of the basic techniques of measure theory. It includes a study of Borel sets and their generators for Polish and for analytic spaces, the weak topology on the space of all finite positive measures…

泛函分析 · 数学 2014-11-13 Ernst-Erich Doberkat

We prove that all extreme points of the unit ball of a Lipschitz-free space over a compact metric space have finite support. Combined with previous results, this completely characterizes extreme points and implies that all of them are also…

泛函分析 · 数学 2022-03-16 Ramón J. Aliaga

With any convex function F on a finite-dimensional linear space X such that F goes to infinity at infinity, we associate a Borel measure on the dual space X*. This measure is obtained by pushing forward the measure exp(-F(x))dx under the…

泛函分析 · 数学 2013-04-03 Dario Cordero-Erausquin , Bo'az Klartag

We prove the following isoperimetric type inequality: Given a finite absolutely continuous Borel measure on ${\mathbb R}^n$, halfspaces have maximal measure among all subsets with prescribed barycenter. As a consequence, we make progress…

概率论 · 数学 2025-07-11 Shoni Gilboa , Pazit Haim-Kislev , Boaz Slomka

Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…

最优化与控制 · 数学 2017-01-17 Iosif Pinelis

A precise characterization of the extremal points of sublevel sets of nonsmooth penalties provides both detailed information about minimizers, and optimality conditions in general classes of minimization problems involving them. Moreover,…

最优化与控制 · 数学 2025-02-25 Marcello Carioni , José A. Iglesias , Daniel Walter

In this note, we provide a characterization for the set of extreme points of the Lipschitz unit ball in a specific vectorial setting. While the analysis of the case of real-valued functions is covered extensively in the literature, no…

泛函分析 · 数学 2025-10-24 Kristian Bredies , Jonathan Chirinos Rodriguez , Emanuele Naldi

We give the structure of discrete two-dimensional finite sets $A,\,B\subseteq \R^2$ which are extremal for the recently obtained inequality $|A+B|\ge (\frac{|A|}{m}+\frac{|B|}{n}-1)(m+n-1)$, where $m$ and $n$ are the minimum number of…

数论 · 数学 2013-11-19 G. A. Freiman , D. Grynkiewicz , O. Serra , Y. V. Stanchescu

On spaces of finite signed Borel measures on a metric space one has introduced the Fortet-Mourier and Dudley norms, by embedding the measures into the dual space of the Banach space of bounded Lipschitz functions, equipped with different --…

泛函分析 · 数学 2023-05-16 Sander C. Hille , Esmee S. Theewis

Given a compact metric space $X$, the collection of Borel probability measures on $X$ can be made into a compact metric space via the Kantorovich metric. We partially generalize this well known result to projection-valued measures. In…

泛函分析 · 数学 2016-08-08 Trubee Davison

In this paper we give an improved upper bound, as compared to the one given in [3] for the number of extreme points of the convex set of all G-invariant probability measures on X*Y with given marginals of full support.

综合数学 · 数学 2010-03-17 M. G. Nadkarni , K. Gowri Navada

Complex signed measures of finite total variation are a powerful signal model in many applications. Restricting to the $d$-dimensional torus, finitely supported measures allow for exact recovery if the trigonometric moments up to some order…

数值分析 · 数学 2022-03-23 Paul Catala , Mathias Hockmann , Stefan Kunis , Markus Wageringel

We prove that for any Borel probability measure $\mu$ on $\mathbb R^n$ there exists a set $X\subset \mathbb R^n$ of $n+1$ points such that any $n$-variate quadratic polynomial $P$ that is nonnegative on $X$ (i.e. $P(x)\geq 0$, for every $x…

度量几何 · 数学 2023-08-29 Pablo González-Mazón , Alfredo Hubard , Roman Karasev

It is often desirable to summarise a probability measure on a space $X$ in terms of a mode, or MAP estimator, i.e.\ a point of maximum probability. Such points can be rigorously defined using masses of metric balls in the small-radius…

统计理论 · 数学 2024-07-18 Hefin Lambley , T. J. Sullivan

In this paper our aim is to characterize the set of extreme points of the set of all n-dimensional copulas (n > 1). We have shown that a copula must induce a singular measure with respect to Lebesgue measure in order to be an extreme point…

概率论 · 数学 2017-09-11 Partha Pratim Ghosh , Subir Kumar Bhandari

We prove that a homeomorphism of a compact metric space has an expansive measure \cite{ms} if and only if it has many ones with invariant support. We also study homeomorphisms for which the expansive measures are dense in the space of Borel…

动力系统 · 数学 2016-01-15 C. A. Morales

There are three types of results in this paper. The first, extending a representation theorem on a conformal mapping that omits two values of equal modulus. This was due to Brickman and Wilken. They constructed a representation as a convex…

复变函数 · 数学 2019-01-30 Ronen Peretz

We define and study a probability monad on the category of complete metric spaces and short maps. It assigns to each space the space of Radon probability measures on it with finite first moment, equipped with the Kantorovich-Wasserstein…

概率论 · 数学 2019-03-13 Tobias Fritz , Paolo Perrone
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