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ON STRONG LIFTINGS ON PROJECTIVE LIMITS

Published online by Cambridge University Press:  10 September 2003

N. D. MACHERAS
Affiliation:
Department of Statistics and Insurance Science, University of Piraeus, 80 Karaoli and Dimitriou Street, 185 34 Piraeus, Greece e-mail: [email protected]
K. MUSIAŁ
Affiliation:
Institute of Mathematics, Wrocław University, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland e-mail: [email protected]
W. STRAUSS
Affiliation:
Universität Stuttgart, Fachbereich Mathematik, Institut für Stochastik und Anwendungen, Abteilung für Finanz- und Versicherungsmathematik, Postfach 80 11 40, D-70511 Stuttgart, Germany e-mail: [email protected]
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Abstract

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The main problem investigated in this paper is the following. Assume that we are given a convergent projective system of topological measure spaces ordered by ordinals. When does there exist a consistent system of liftings (densities, linear liftings) on the projective system converging to a lifting (density, linear lifting) on the limit space. We look mainly for strong or strong completion Baire liftings. We reduce the problem to the question about the existence of strong liftings being inverse images of other strong liftings under measure preserving mappings (Proposition 2.4) and then we adapt a condition applied earlier by A. and C. Ionescu Tulcea [14] to get a strong lifting for an arbitrary measure on a product space (Theorem 2.7). In this way we get some results (see Theorems 2.7, 5.3, 5.7, 6.4 and 6.5) extending the well known achievements of A. and C. Ionescu Tulcea [14] and Fremlin [9].

The application of projective limits allows us to carry over results obtained earlier only for product spaces (see e.g. [23], [18], [19], [20], [21]) to more general classes of topological probability spaces. In particular, we can extend the class of spaces for which there is a positive answer to a problem of J. Kupka [17] concerning the permanence of the strong lifting property under the formation of products (see Theorem 6.5).

Keywords

Type
Research Article
Copyright
© 2003 Glasgow Mathematical Journal Trust