ArticleOriginal scientific text

Title

A note on integral representation of Feller kernels

Authors 1

Affiliations

  1. Institute of Mathematics, Technical University of Wrocław, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Abstract

We consider integral representations of Feller probability kernels from a Tikhonov space X into a Hausdorff space Y by continuous functions from X into Y. From the existence of such a representation for every kernel it follows that the space X has to be 0-dimensional. Moreover, both types of representations coincide in the metrizable case when in addition X is compact and Y is complete. It is also proved that the representation of a single kernel is equivalent to the existence of some non-direct product measure on the product space Y.

Keywords

Feller kernel, integral representation

Bibliography

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  2. R. M. Blumenthal and H. H. Corson, On continuous collections of measures, in: Proc. of the Sixth Berkeley Sympos. on Math. Statistics and Probability, Vol. II, Berkeley and Los Angeles, Univ. of Calif. Press, 1972, 33-40.
  3. N. Ghoussoub, An integral representation of randomized probabilities and its applications, in: Séminaire de Probabilités XVI, Lecture Notes in Math. 920, Springer, Berlin 1982, 519-543.
  4. A. Iwanik, Integral representations of stochastic kernels, in: Aspects of Positivity in Functional Analysis, R. Nagel, U. Schlotterbeck and M. P. H. Wolff (eds.), Elsevier, 1986, 223-230.
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Pages:
93-96
Main language of publication
English
Received
1990-11-20
Accepted
1991-01-23
Published
1991
Exact and natural sciences