dorsal/arxiv
View SchemaSplitting of Liftings in Product Spaces II
| Authors | Kazimierz Musial |
|---|---|
| Categories | |
| ArXiv ID | 2601.06538vv2 |
| URL | https://arxiv.org/abs/2601.06538 |
| License | http://creativecommons.org/licenses/by-nc-nd/4.0/ |
Abstract
Let $(X, \mfA,P)$ and $(Y, \mfB,Q)$ be two probability spaces, $R$ be their skew product on the product $\sigma$-algebra $\mfA\otimes\mfB$ and $\{(\mfA_y,S_y)\colon y\in{Y}\}$ be a $Q$-disintegration of $R$. Then let $\mfA\dd\mfB$ be the $\sigma$-algebra generated $\mfA\otimes\mfB$ and by the family $\mcM:=\{E\subset{X\times{Y}}\colon \exists\;N\in\mfB_0\;\forall\;y\notin{N}\;\wh{S_y}(E^y)=0\}$ and $\wh{R_{\dd}}$ be the extension of $R$ such that $\mcM$ becomes the family of $\wh{R_*}$-zero sets ($\wh{S_y}$ is the completion of $S_y$ and $\mfB_0=\{B\in\mfB: Q(B)=0\}$). We prove that there exist a lifting $\pi$ on $\mcL^{\infty}(\wh{R_{\dd}})$ and liftings $\sigma_y$ on $\mcL^{\infty}(\wh{S_y})$ , $y\in Y$, such that \[ [\pi(f)]^y= \sigma_y\Bigl([\pi(f)]^y\Bigr) \qquad\mbox{for every} \quad y\in Y\quad\mbox{and every}\quad f\in\mcL^{\infty}(\wh{R_{\dd}}). \] In case of a separable $P$ and in case when $R\ll{P}\times{Q}$ a characterization of stochastic processes possessing an equivalent measurable version is presented. The theorem is a generalization and correction of \cite[Theorem 3.8]{mu25}.
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"abstract": "Let $(X, \\mfA,P)$ and $(Y, \\mfB,Q)$ be two probability spaces, $R$ be their skew product on the product $\\sigma$-algebra $\\mfA\\otimes\\mfB$ and $\\{(\\mfA_y,S_y)\\colon y\\in{Y}\\}$ be a $Q$-disintegration of $R$. Then let $\\mfA\\dd\\mfB$ be the $\\sigma$-algebra generated $\\mfA\\otimes\\mfB$ and by the family $\\mcM:=\\{E\\subset{X\\times{Y}}\\colon \\exists\\;N\\in\\mfB_0\\;\\forall\\;y\\notin{N}\\;\\wh{S_y}(E^y)=0\\}$ and $\\wh{R_{\\dd}}$ be the extension of $R$ such that $\\mcM$ becomes the family of $\\wh{R_*}$-zero sets ($\\wh{S_y}$ is the completion of $S_y$ and $\\mfB_0=\\{B\\in\\mfB: Q(B)=0\\}$). We prove that there exist a lifting $\\pi$ on $\\mcL^{\\infty}(\\wh{R_{\\dd}})$ and liftings $\\sigma_y$ on $\\mcL^{\\infty}(\\wh{S_y})$ , $y\\in Y$, such that \\[ [\\pi(f)]^y= \\sigma_y\\Bigl([\\pi(f)]^y\\Bigr) \\qquad\\mbox{for every} \\quad y\\in Y\\quad\\mbox{and every}\\quad f\\in\\mcL^{\\infty}(\\wh{R_{\\dd}}). \\] In case of a separable $P$ and in case when $R\\ll{P}\\times{Q}$ a characterization of stochastic processes possessing an equivalent measurable version is presented. The theorem is a generalization and correction of \\cite[Theorem 3.8]{mu25}.",
"arxiv_id": "2601.06538",
"authors": [
"Kazimierz Musial"
],
"categories": [
"math.PR"
],
"license": "http://creativecommons.org/licenses/by-nc-nd/4.0/",
"title": "Splitting of Liftings in Product Spaces II",
"url": "https://arxiv.org/abs/2601.06538",
"version": "v2"
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