All Questions
4 questions with no upvoted or accepted answers
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$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
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Measurability in a product space of a set defined only along its fibers
Consider the probability space $([0,1],\mathcal{B}([0,1]),\lambda)$, where $\mathcal{B}([0,1])$ denotes the Borel $\sigma$-algebra in $[0,1]$ and $\lambda$ is the Lebesgue measure in $[0,1]$. Then, ...
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Transport of measure
Let's disintegrate $\mu$ and $\nu$, two probabilities on $\mathbb{R}^{d}$ , according to
$$
\pi_{k} (x_{1},...,x_{d}) = (x_{k},...,x_{d})
$$
We get a family of measures and each measure $\mu_{k,d}^{+...
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Measurable Extension
Let $(\Omega, \mathcal{F})$ be a measurable space and $X$ some metric space (probably Polish) with the Borel $\sigma$-algebra and a function $f: \Omega \times X \to \mathbb{R}$. Usually, functions ...