XII: 35, 482-488, LNM 649 (1978)
YOR, Marc;
MEYER, Paul-André
Sur l'extension d'un théorème de Doob à un noyau $\sigma$-fini, d'après G. Mokobodzki (
Measure theory)
Given a kernel $K(x,dy)$ consisting of probability measures, all of them absolutely continuous with respect to a measure $\mu$, Doob proved long ago using martingale theory that $K(x,dy)=k(x,y)\,\mu(dy)$ with a jointly measurable density $k(x,y)$. What happens if the measures $K(x,dy)$ are $\sigma$-finite? The answer is that Doob's result remains valid if $K$, considered as a mapping $x\mapsto K(x,\,.\,)$ taking values in the set of all $\sigma$-finite measures absolutely continuous w.r.t. $\mu$ (i.e., of classes of a.s. finite measurable functions), is Borel with respect to the topology of convergence in probability
Comment: The subject is discussed further in
1527. Note a mistake near the bottom of page 486: the $\sigma$-field on $E$ should be associated with the
weak topology of $L[\infty$, or with the topology of $L^0$
Keywords: Kernels,
Radon-Nikodym theoremNature: Original Retrieve article from Numdam
XII: 36, 489-490, LNM 649 (1978)
MOKOBODZKI, Gabriel
Domination d'une mesure par une capacité (
Measure theory)
A bounded measure $\mu$ is said to be dominated by a capacity $C$ (countably subadditive, continuous along increasing sequences; neither strong subadditivity nor decreasing sequences are mentioned) if all sets of capacity $0$ have also measure $0$. The main result then states that the space can be decomposed into a set $A_0$ of capacity $0$, and disjoint sets $A_n$ on each of which $\mu$ is smaller than a multiple of $C$
Keywords: Radon-Nikodym theorem,
CapacitiesNature: Original Retrieve article from Numdam
XV: 27, 371-387, LNM 850 (1981)
DELLACHERIE, Claude
Sur les noyaux $\sigma$-finis (
Measure theory)
This paper is an improvement of
1235. Assume $(X,{\cal X})$ and $(Y,{\cal Y})$ are measurable spaces and $m(x,A)$ is a kernel, i.e., is measurable in $x\in X$ for $A\in{\cal Y}$, and is a $\sigma$-finite measure in $A$ for $x\in X$. Then the problem is to represent the measures $m(x,dy)$ as $g(x,y)\,N(x,dy)$ where $g$ is a jointly measurable function and $N$ is a Markov kernel---possibly enlarging the $\sigma$-field ${\cal X}$ to include analytic sets. The crucial hypothesis (called
measurability of $m$) is the following: for every auxiliary space $(Z, {\cal Z})$, the mapping $(x,z)\mapsto m_x\otimes \epsilon_z$ is again a kernel (in fact, the auxiliary space $
R$ is all one needs). The case of ``basic'' kernels, considered in
1235, is thoroughly discussed
Keywords: Kernels,
Radon-Nikodym theoremNature: Original Retrieve article from Numdam