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On barycenters of probability measures. (English) Zbl 1459.28013

Let \(X\) be a Fréchet space and \(\mu\) a Radon probability measure on \(X\). \(a\in X\) is called the barycenter of \(\mu\) if \(\Lambda a=\int_X\Lambda x\mu(dx)\) for any \(\Lambda\in X^*\). Let \(M\) be a non-empty compact convex subset of \(X\). The authors characterize the set of points \(a\in M\) such that \(a\) is the barycenter of some Radon probability measure \(\mu\) on \(X\) with \(\text{supp }\mu=M\). In particular, if \(X\) is finite-dimensional, this set of barycenters coincides with the relative algebraic interior of \(M\). A counterexample shows that this is not true in infinite-dimensional Hilbert spaces. Moreover, the authors describe the set of barycenters of measures in the case that \(X=\mathcal{M}(K)\) is the space of signed finite Radon measures on a metric compact space \(K\).
Reviewer: Hans Weber (Udine)

MSC:

28C05 Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures
46N30 Applications of functional analysis in probability theory and statistics
60B05 Probability measures on topological spaces
60B11 Probability theory on linear topological spaces

References:

[1] V. I. Bogachev,Measure Theory, Vol. 2, Springer, Berlin, 2007. · Zbl 1120.28001
[2] W. Rudin,Functional Analysis, McGraw-Hill, New York, 1991. · Zbl 0867.46001
[3] C.
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