All Questions
Tagged with pr.probability pushforward
4 questions
5
votes
0
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68
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Distribution of this integral of Fourier multiplier
In Barashkov and Gubinelli (2019) section 2, the authors make the claim that the distribution of $$Y_t = \int_0^t \langle D \rangle^{-1}\sigma_s(D)dX_s$$ is given by the pushforward $(\rho_t(D))_*\...
3
votes
1
answer
139
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Surjectivity of pushforward on image
Let $\mathcal X\subseteq\mathbb R^m$ be a Borel measurable set. $\Phi:\mathcal X\to\mathbb R^n$ be a continuous mapping and $\mathcal Y = \Phi(\mathcal X)\subseteq\mathbb R^n$ its image. Let $\mathcal ...
2
votes
0
answers
922
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Isomorphism of probability spaces
Consider a surjective map $f:(X, \sigma(f)) \to (Y, \mathcal{Y})$, if a measure $\nu$ is given in $(Y, \mathcal{Y})$ the pullback $\nu(f(\cdot))$ is a measure on $(X, \sigma(f))$, similarly if $\mu$ ...
1
vote
1
answer
125
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Approximation of two densities with a single transformation
Let $p_1$ and $p_2$ be two probability densities and $X_i\sim N(\mu_i,\Sigma_i)$. Write $w(X)\sim p$ if the law of the random variable $w(X)$ has a density equal to $p$. For general densities $p_i$, ...