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arxiv: 1211.2927 · v1 · pith:Y2LW3TRUnew · submitted 2012-11-13 · 🧮 math.PR

Lift zonoid and barycentric representation on a Banach space with a cylinder measure

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keywords measurerepresentationconceptliftprobabilityspacezonoidbanach
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We show that the lift zonoid concept for a probability measure on R^d, introduced in (Koshevoy and Mosler, 1997), leads naturally to a one-to one representation of any interior point of the convex hull of the support of a continuous measure as the barycenter w.r.t. to this measure of either of a half-space, or the whole space. We prove the infinite-dimensional generalization of this representation, which is based on the extension of the lift-zonoid concept for a cylindrical probability measure.

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