Extreme stochastic measures and Feldman's conjecture

DOI10.1016/0022-247X(79)90103-3zbMath0411.60005WikidataQ122905857 ScholiaQ122905857MaRDI QIDQ1259344

Ray C. Shiflett

Publication date: 1979

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

extreme pointsstochastic measuresmarginalsMarkov transition kernelChoquet representation

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Transition functions, generators and resolvents (60J35) Measures and integrals in product spaces (28A35)

Related Items (4)

The root problem for stochastic and doubly stochastic operators ⋮ Continuous stochastic measures and Markov operators ⋮ Doubly stochastic matrices over arbitrary vector spaces and the Birkhoff theorem ⋮ Extreme doubly stochastic operators and characteristic functions

Cites Work

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• The Existence of Probability Measures with Given Marginals
• A Remark on Extreme Doubly Stochastic Measures
• On Extremal Measures and Subspace Density. II
• On strong ergodicity of inhomogeneous products of finite stochastic matrices

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