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度量测度空间的半群及其无限可分概率测度。

THE SEMIGROUP OF METRIC MEASURE SPACES AND ITS INFINITELY DIVISIBLE PROBABILITY MEASURES.

作者信息

Evans Steven N, Molchanov Ilya

机构信息

Department of Statistics #3860, 367 Evans Hall, University of California, Berkeley, CA 94720-3860, USA.

University of Bern, Institute of Mathematical Statistics and Actuarial Science, Sidlerstrasse 5, CH-3012 Bern, SWITZERLAND.

出版信息

Trans Am Math Soc. 2017;369(3):1797-1834. doi: 10.1090/tran/6714. Epub 2016 May 3.

Abstract

A metric measure space is a complete, separable metric space equipped with a 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 ⊞ 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. There is an explicit family of continuous semicharacters that is extremely useful for, , establishing that there are no infinitely divisible elements 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 , , the trivial space is the only space that satisfies ⊞ = . We establish that there is no analogue of the law of large numbers: if , , … is an identically distributed independent sequence of random spaces, then no subsequence of [Formula: see text] converges in distribution unless each is almost surely equal to the trivial space. We characterize the infinitely divisible probability measures and the Lévy processes on this semigroup, characterize the stable probability measures and establish a counterpart of the LePage representation for the latter class.

摘要

一个度量测度空间是一个完备、可分的度量空间,并配备有具有全支撑的概率测度。如果两个这样的空间作为度量空间是等距的,并且通过一个等距映射将第一个空间上的概率测度映射到第二个空间上的概率测度,那么这两个空间是等价的。所得的等价类集合可以用格雷文、普法费尔胡伯和温特的格罗莫夫 - 普罗霍罗夫度量来度量。我们考虑这个空间上的自然二元运算⊞,它取两个度量测度空间并形成它们的笛卡尔积,配备两个度量的和以及两个概率测度的积。我们证明配备此运算的度量测度空间形成一个可消去、交换的波兰半群,具有平移不变度量。存在一个明确的连续半特征族,对于确定不存在无限可分元素以及每个元素都有唯一的素因子分解非常有用。我们研究半群结构与正实数对该空间的自然作用之间的相互作用,这种作用源于对度量进行缩放。例如,我们证明对于任何给定的正实数 , ,平凡空间是唯一满足 ⊞ = 的空间。我们证明不存在大数定律的类似物:如果 , ,…是随机空间的独立同分布序列,那么除非每个 几乎必然等于平凡空间,否则[公式:见文本]的任何子序列都不会依分布收敛。我们刻画了这个半群上的无限可分概率测度和 Lévy 过程,刻画了稳定概率测度,并为后一类建立了 LePage 表示的对应物。

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本文引用的文献

1
Isometric embeddings of graphs.图的等距嵌入。
Proc Natl Acad Sci U S A. 1984 Nov;81(22):7259-60. doi: 10.1073/pnas.81.22.7259.

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