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Extension of Lyapunov's convexity theorem to Subranges

  • Stony Brook University

Research output: Contribution to journalArticlepeer-review

Abstract

Consider a measurable space with a finite vector measure. This measure defines a mapping of the σ-field into a Euclidean space. According to Lyapunov's convexity theorem, the range of this mapping is compact and, if the measure is atomless, this range is convex. Similar ranges are also defined for measurable subsets of the space. We show that the union of the ranges of all subsets having the same given vector measure is also compact and, if the measure is atomless, it is convex. We further provide a geometrically constructed convex compactum in the Euclidean space that contains this union. The equality of these two sets, which holds for two-dimensional measures, can be violated in higher dimensions.

Original languageEnglish
Pages (from-to)361-367
Number of pages7
JournalProceedings of the American Mathematical Society
Volume142
Issue number1
DOIs
StatePublished - Jan 2014

Keywords

  • Atomless vector measure
  • Lyapunov's convexity theorem
  • Purification of transition probabilities

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