"Pushed forward" from one measurable space to another
In measure theory, a pushforward measure (also known as push forward, push-forward or image measure) is obtained by transferring ("pushing forward") a measure from one measurable space to another using a measurable function.
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In measure theory, a pushforwardmeasure (also known as push forward, push-forward or image measure) is obtained by transferring ("pushing forward") a...
notion of pushforward in mathematics is "dual" to the notion of pullback, and can mean a number of different but closely related things. Pushforward (differential)...
theorem of mathematical analysis on Lebesgue integration relative to a pushforwardmeasure. This proposition is (sometimes) known as the law of the unconscious...
In the formal mathematical setup of measure theory, the joint distribution is given by the pushforwardmeasure, by the map obtained by pairing together...
counting measure, if it exists, is the Radon–Nikodym derivative of the pushforwardmeasure of X {\displaystyle X} (with respect to the counting measure), so...
doubles almost surely. The image of the Lebesgue measure on [0, t] under the map w (the pushforwardmeasure) has a density Lt. Thus, ∫ 0 t f ( w ( s ) ) d...
consideration of the pushforwardmeasure, which is called the distribution of the random variable; the distribution is thus a probability measure on the set of...
the pushforwardmeasure, this states that f ∗ ( μ ) = μ . {\displaystyle f_{*}(\mu )=\mu .} The collection of measures (usually probability measures) on...
derivatives of both the pullback and pushforwardmeasures of m {\displaystyle m} under T {\displaystyle T} . The pullback measure in terms of a transformation...
uniform measure on [ 0 , 1 ] {\displaystyle [0,1]} , the distribution of X {\displaystyle X} on R {\displaystyle \mathbb {R} } is the pushforwardmeasure μ...
converges to g(X) almost surely. Slutsky's theorem Portmanteau theorem Pushforwardmeasure Mann, H. B.; Wald, A. (1943). "On Stochastic Limit and Order Relationships"...
is unique up to a set of measure zero in R n {\displaystyle \mathbb {R} ^{n}} . The measure used is the pushforwardmeasure induced by Y. In the first...
measure on the second space. It acquired its name because the pushforwardmeasure on the second space was historically thought of as a Radon measure....
basic property of the equilibrium measure is that it is invariant under f, in the sense that the pushforwardmeasure f ∗ μ f {\displaystyle f_{*}\mu _{f}}...
T^{-1})(\mathrm {d} x)} where P ∘ T − 1 {\displaystyle P\circ T^{-1}} is the pushforwardmeasure T ∗ P {\displaystyle T_{*}P} of the distribution of the random element...
{\displaystyle {\mathfrak {P}}} -measure of its preimage in F {\displaystyle {\mathcal {F}}} . This is called the pushforwardmeasure X ∗ P = P ( X − 1 ( ⋅ ) )...
"well-behaved" in some sense. Intuitively, a perfect measure μ is one for which, if we consider the pushforwardmeasure on the real line R, then every measurable...
group. If μ and ν are finite Borel measures on G, then their convolution μ∗ν is defined as the pushforwardmeasure of the group action and can be written...
n → ∞ if the sequence of pushforwardmeasures (Xn)∗(P) converges weakly to X∗(P) in the sense of weak convergence of measures on X, as defined above. Let...
said to be measure preserving iff σ # μ = ν {\displaystyle \sigma _{\#}\mu =\nu } , where # {\displaystyle \#} is the pushforwardmeasure. Spelled out:...
Xn) is called comonotonic, if its multivariate distribution (the pushforwardmeasure) is comonotonic, this means Pr ( X 1 ≤ x 1 , … , X n ≤ x n ) = min...
G ) ∗ μ G {\displaystyle (\pi _{F}^{G})_{*}\mu _{G}} denotes the pushforwardmeasure of μ G {\displaystyle \mu _{G}} induced by the canonical projection...
In the mathematical field of measure theory, an outer measure or exterior measure is a function defined on all subsets of a given set with values in the...
function f : B → R {\displaystyle f:{\mathcal {B}}\to \mathbb {R} } . The pushforward f ∘ T − 1 {\displaystyle f\circ T^{-1}} defined by ( f ∘ T − 1 ) ( σ...