Sufficient Statistics and Extreme Points
Dynkin, E. B.
Ann. Probab., Tome 6 (1978) no. 6, p. 705-730 / Harvested from Project Euclid
A convex set $M$ is called a simplex if there exists a subset $M_e$ of $M$ such that every $P \in M$ is the barycentre of one and only one probability measure $\mu$ concentrated on $M_e$. Elements of $M_e$ are called extreme points of $M$. To prove that a set of functions or measures is a simplex, usually the Choquet theorem on extreme points of convex sets in linear topological spaces is cited. We prove a simpler theorem which is more convenient for many applications. Instead of topological considerations, this theorem makes use of the concept of sufficient statistics.
Publié le : 1978-10-14
Classification:  60-02,  Extreme points,  sufficient statistics,  Gibbs states,  ergodic decomposition of an invariant measure,  symmetric measures,  entrance and exit laws,  excessive measures and functions,  60J50,  60K35,  82A25,  28A65
@article{1176995424,
     author = {Dynkin, E. B.},
     title = {Sufficient Statistics and Extreme Points},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 705-730},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995424}
}
Dynkin, E. B. Sufficient Statistics and Extreme Points. Ann. Probab., Tome 6 (1978) no. 6, pp.  705-730. http://gdmltest.u-ga.fr/item/1176995424/