Extreme stochastic measures and Feldman's conjecture
type: Item
instance of: scholarly article
title: Extreme stochastic measures and Feldman's conjecture
zbMATH Open document ID: 0411.60005
DOI: 10.1016/0022-247X(79)90103-3
author: Ray C. Shiflett
published in: Journal of Mathematical Analysis and Applications
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 60A10
Mathematics Subject Classification ID: 28A35
Mathematics Subject Classification ID: 60J35
zbMATH DE Number: 3638848
zbMATH Keywords: stochastic measures
zbMATH Keywords: Markov transition kernel
zbMATH Keywords: marginals
zbMATH Keywords: extreme points
zbMATH Keywords: Choquet representation
Wikidata QID: Q122905857
MaRDI profile type: Publication
cites work: Random Markov mappings
cites work: A generalization of doubly stochastic matrices over a field
cites work: Doubly stochastic measures and Markov operators
cites work: Approximation theorems for Markov operators
cites work: On extreme doubly stochastic measures
cites work: On extremal measures and subspace density
cites work: On Extremal Measures and Subspace Density. II
cites work: Q5827369
cites work: A Remark on Extreme Doubly Stochastic Measures
cites work: Doubly stochastic matrix equations
cites work: Q5508589
cites work: On the representation of doubly stochastic operators
cites work: The functional equation 𝑎𝑓(𝑎𝑥)+𝑏𝑓(𝑏𝑥+𝑎)=𝑏𝑓(𝑏𝑥)+𝑎𝑓(𝑎𝑥+𝑏) extensions and almost periodic solutions
cites work: On strong ergodicity of inhomogeneous products of finite stochastic matrices
cites work: Extreme Markov operators and the orbits of Ryff
cites work: On local uniform mean convergence for Markov operators
cites work: The Existence of Probability Measures with Given Marginals
description: scientific article; zbMATH DE number 3638848