An incompressibility condition for a certain class of integral functionals. I

One considers the integral functional (y), depending on the mapping of the domain R^m into R^m, on the set of mappings y, subjected to the incompressibility condition: det y=1. One computes its first and second variations. The obtained results are compared with the formulas arising from the formal application of the method of the undetermined Lagrange multipliers. One gives an application to problems of elasticity theory.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 115, pp. 203–214, 1982.     

The integral convexity of sets and functionals in Banach spaces

By way of the Bochner integral of vector-valued functions, the integral convexity of sets and functionals and the concept of integral extreme points of sets are introduced in Banach spaces. The relations between integral convexity and convexity are mainly discussed, two integral extreme points theorems and their applications are obtained at last.     

On the existence and uniqueness of minimizers for a class of integral functionals

We study the solvability of the minimization problem

Idempotent probability measures on ultrametric spaces

Following the construction due to Hartog and Vink we introduce a metric on the set of idempotent probability measures (Maslov measures) defined on an ultrametric space. This construction determines a functor on the category of ultrametric spaces and nonexpanding maps. We prove that this functor is the functorial part of a monad on this category. This monad turns out to contain the hyperspace monad.     

Semi-stable probability measures on Hilbert spaces

In this paper we define semi-stable probability measures (laws) on a real separable Hilbert space and are identified as limit laws. We characterize them in terms of their Lévy-Khinchine measure and the exponent 0 < p ≤ 2. Finally we prove that every semi-stable probability measure of exponent p has finite absolute moments of order 0 ≤ α < p.     

Limit distribution of integral functionals of nuclear estimates of probability densities

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 41, No. 6, pp. 835–839, June, 1989.     

A dichotomy for the convex spaces of probability measures

We show that every nonempty compact and convex space M of probability Radon measures either contains a measure which has ‘small’ local character in M or else M contains a measure of ‘large’ Maharam type. Such a dichotomy is related to several results on Radon measures on compact spaces and to some properties of Banach spaces of continuous functions.     

Tightness of probability measures on function spaces

Let be the Banach space, with the supremum norm, of all continuous functions f from the unit interval into the Banach space E. If E=R we put CR=C. Function spaces under consideration are equipped with their Borel σ-field. This paper deals with the tightness property of some classes of probability measures (p.m) on the function space CE. We will be concerned mainly with the specific cases E=R, E=C and more generally E a separable Banach space. We give sufficient conditions for tightness by extending and strengthening the conditions developed by Prohorov in connection with limit theorems of stochastic processes. In the general case of a separable Banach space E, the property of tightness will be settled under conditions of different nature from those of Prohorov. Finally weak convergence of p.m on CE will be established under the condition of weak convergence of their finite dimensional distributions. This extends a similar result valid in the space C.     

Copulae of probability measures on product spaces

It has been proved (Sklar, 1959, Publ. Inst. Statist. Univ. Paris 8 229–231) that any multivariate distribution function depends on its arguments only through its marginal distributions. An analogous result will be proved in the general framework of probability measures on (Polish) product spaces. Many properties, holding for distribution functions, still hold in the more general situation. Some results related to convergence in probability will be examined.     

Geodesics for a class of distances in the space of probability measures

In this paper, we study the characterization of geodesics for a class of distances between probability measures introduced by Dolbeault, Nazaret and Savaré. We first prove the existence of a potential function and then give necessary and sufficient optimality conditions that take the form of a coupled system of PDEs somehow similar to the Mean-Field-Games system of Lasry and Lions. We also consider an equivalent formulation posed in a set of probability measures over curves.     

Isoperimetric inequality for radial probability measures on Euclidean spaces

We generalize the Poincaré limit which asserts that the n-dimensional Gaussian measure is approximated by the projections of the uniform probability measure on the Euclidean sphere of appropriate radius to the first n-coordinates as the dimension diverges to infinity. The generalization is done by replacing the projections with certain maps. Using this generalization, we derive a Gaussian isoperimetric inequality for an absolutely continuous probability measure on Euclidean spaces with respect to the Lebesgue measure, whose density is a radial function.     

The Choquet integral representability of comonotonically additive functionals in locally compact spaces

We give an alternative and direct approach to the Choquet integral representability of a comonotonically additive, bounded, monotone functional I defined on the space of all continuous, real-valued functions on a locally compact space X with compact support and on the space of all continuous, real-valued functions on X vanishing at infinity. To this end, we introduce the notion of the asymptotic translatability of the functional I and show that this simple notion is equivalent to the Choquet integral representability of I with respect to a monotone measure on X with appropriate regularity.     

Topological classification of spaces of probability measures for co-analytic sets

Translated from Matematicheskie Zametki, Vol. 55, No. 1, pp. 10–19, January, 1994.