Metatimes, random measures and cylindrical random variables
type: Item
instance of: scholarly article
title: Metatimes, random measures and cylindrical random variables
zbMATH Open document ID: 1490.60127
DOI: 10.15559/21-VMSTA178
author: Fred Espen Benth
author: Iben Cathrine Simonsen
published in: Modern Stochastics. Theory and Applications
publication date: 2021-12-27T00:00:00Z
review text: The authors study a metatime, which is a map between two \(\sigma\)-algebras, such that images of disjoint sets are disjoint and which distributes over taking a countable union of disjoint sets. A \(\sigma\)-metatime commutes with taking the complement. An example of a metatime is constructed by taking the inverse image of a measurable function. The authors uplift their definition of metatimes to become an isometric linear operator acting on \(L^2\)-spaces and study its properties. They also consider transformations of random measures with metatimes.
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 46N30
zbMATH DE Number: 7450960
zbMATH Keywords: metatime
zbMATH Keywords: cylindrical random variable
zbMATH Keywords: random measure
zbMATH Keywords: linear operator
zbMATH Keywords: trawl process
reviewed by: Ilya S. Molchanov
MaRDI profile type: Publication
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full work available at URL: 21-vmsta178
OpenAlex ID: W3165596149
description: scientific article; zbMATH DE number 7450960