On the independence of correspondences
HTML articles powered by AMS MathViewer
- by Xiaoai Lin PDF
- Proc. Amer. Math. Soc. 129 (2001), 1329-1334 Request permission
Abstract:
An almost independent set-valued process on a Loeb product space is shown to be representable as the closure of a sequence of its selections which are almost independent themselves. This provides a Castaing type representation in terms of independent correspondences. Different definitions of independence for correspondences in the literature are also unified in a general setting.References
- Zvi Artstein, On dense univalued representations of multivalued maps, Rend. Circ. Mat. Palermo (2) 33 (1984), no. 3, 340–350. MR 779939, DOI 10.1007/BF02844498
- Zvi Artstein and Sergiu Hart, Law of large numbers for random sets and allocation processes, Math. Oper. Res. 6 (1981), no. 4, 485–492. MR 703091, DOI 10.1287/moor.6.4.485
- Jean-Pierre Aubin and Hélène Frankowska, Set-valued analysis, Systems & Control: Foundations & Applications, vol. 2, Birkhäuser Boston, Inc., Boston, MA, 1990. MR 1048347
- Patrick Billingsley, Convergence of probability measures, John Wiley & Sons, Inc., New York-London-Sydney, 1968. MR 0233396
- C. Castaing and M. Valadier, Convex analysis and measurable multifunctions, Lecture Notes in Mathematics, Vol. 580, Springer-Verlag, Berlin-New York, 1977. MR 0467310
- Albert E. Hurd and Peter A. Loeb, An introduction to nonstandard real analysis, Pure and Applied Mathematics, vol. 118, Academic Press, Inc., Orlando, FL, 1985. MR 806135
- M. Ali Khan and Yeneng Sun, Non-cooperative games on hyperfinite Loeb spaces, J. Math. Econom. 31 (1999), no. 4, 455–492. MR 1688400, DOI 10.1016/S0304-4068(98)00031-7
- Peter A. Loeb, Conversion from nonstandard to standard measure spaces and applications in probability theory, Trans. Amer. Math. Soc. 211 (1975), 113–122. MR 390154, DOI 10.1090/S0002-9947-1975-0390154-8
- Gheorghe Popescu, Asymptotic behavior of random systems with complete connections. I, Stud. Cerc. Mat. 30 (1978), no. 1, 37–68 (Romanian, with English summary). MR 483112
- G. Matheron, Random sets and integral geometry, Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons, New York-London-Sydney, 1975. With a foreword by Geoffrey S. Watson. MR 0385969
- Yeneng Sun, A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN, J. Math. Econom. 29 (1998), no. 4, 419–503. MR 1627287, DOI 10.1016/S0304-4068(97)00036-0
- Y. N. Sun, The almost equivalence of pairwise and mutual independence and the duality with exchangeability, Probability Theory and Related Fields 112 (1998), 425-456.
- Y. N. Sun, The complete removal of individual uncertainty: multiple optimal choices and random exchange economies, Economic Theory 14 (1999), 507-544.
- Daniel H. Wagner, Survey of measurable selection theorems, SIAM J. Control Optim. 15 (1977), no. 5, 859–903. MR 486391, DOI 10.1137/0315056
Additional Information
- Xiaoai Lin
- Affiliation: Department of Mathematics, National University of Singapore, Singapore 119260
- Email: scip8206@nus.edu.sg
- Received by editor(s): May 13, 1999
- Received by editor(s) in revised form: July 8, 1999
- Published electronically: October 10, 2000
- Additional Notes: The author is grateful to an anonymous referee and Yeneng Sun for many helpful suggestions on the exposition of the paper.
- Communicated by: Carl G. Jockusch, Jr.
- © Copyright 2000 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 129 (2001), 1329-1334
- MSC (2000): Primary 28B20, 60E05
- DOI: https://doi.org/10.1090/S0002-9939-00-05652-5
- MathSciNet review: 1709761