An Extension Theorem Concerning Frechet Measures

Abstract

AbstractAn F-measure on a Cartesian product of algebras of sets is a scalar-valued function which is a scalar measure independently in each coordinate. It is demonstrated that an F-measure on a product of algebras determines an F-measure on the product of the corresponding σ-algebras if and only if its Fréchet variation is finite. An analogous statement is obtained in a framework of fractional Cartesian products of algebras, and a measurement of p-variation of F-measures, based on Littlewood-type inequalities, is discussed.