THE SEMIGROUP OF METRIC MEASURE SPACES AND ITS INFINITELY DIVISIBLE PROBABILITY MEASURES
| Autor: | Ilya Molchanov, Steven N. Evans |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Gromov–Prohorov metric
Pure mathematics stable probability measure General Mathematics unique factorization cancellative semigroup Ito representation Space (mathematics) Commutative Algebra (math.AC) 01 natural sciences Measure (mathematics) Article Itô representation Delphic semigroup 010104 statistics & probability Gromov-Prohorov metric Mathematics - Metric Geometry FOS: Mathematics Almost surely prime Levy process 0101 mathematics Mathematics Probability measure monoid Sequence Lévy process Applied Mathematics 43A05 60B15 60E07 60G51 010102 general mathematics Probability (math.PR) law of large numbers Metric Geometry (math.MG) Levy-Hincin formula Lévy-Hinc̆ Mathematics - Commutative Algebra Pure Mathematics Metric space in formula Metric (mathematics) Isometry semicharacter LePage representation irreducible Mathematics - Probability |
| Zdroj: | Evans, SN; & Molchanov, I. (2017). The semigroup of metric measure spaces and its infinitely divisible probability measures. Transactions of the American Mathematical Society, 369(3), 1797-1834. doi: 10.1090/tran/6714. UC Berkeley: Retrieved from: http://www.escholarship.org/uc/item/3226b0nr Transactions of the American mathematical society, vol 369, iss 3 |
| ISSN: | 0002-9947 |
| DOI: | 10.1090/tran/6714. |
| Popis: | A metric measure space is a complete separable metric space equipped with probability measure that has full support. Two such spaces are equivalent if they are isometric as metric spaces via an isometry that maps the probability measure on the first space to the probability measure on the second. The resulting set of equivalence classes can be metrized with the Gromov-Prohorov metric of Greven, Pfaffelhuber and Winter. We consider the natural binary operation $\boxplus$ on this space that takes two metric measure spaces and forms their Cartesian product equipped with the sum of the two metrics and the product of the two probability measures. We show that the metric measure spaces equipped with this operation form a cancellative, commutative, Polish semigroup with a translation invariant metric and that each element has a unique factorization into prime elements. We investigate the interaction between the semigroup structure and the natural action of the positive real numbers on this space that arises from scaling the metric. For example, we show that for any given positive real numbers $a,b,c$ the trivial space is the only space $\mathcal{X}$ that satisfies $a \mathcal{X} \boxplus b \mathcal{X} = c \mathcal{X}$. We establish that there is no analogue of the law of large numbers: if $\mathbf{X}_1, \mathbf{X}_2$..., is an identically distributed independent sequence of random spaces, then no subsequence of $\frac{1}{n} \boxplus_{k=1}^n \mathbf{X}_k$ converges in distribution unless each $\mathbf{X}_k$ is almost surely equal to the trivial space. We characterize the infinitely divisible probability measures and the L\'evy processes on this semigroup, characterize the stable probability measures and establish a counterpart of the LePage representation for the latter class. Comment: 48 pages, 0 figures. The previous version considered only compact metric measure spaces, but new arguments allow all the results of the previous version to be extended to the setting of complete separable metric measure spaces |
| Databáze: | OpenAIRE |
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