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SCHWEITZER 1974 Problem 10

    Let μ\mu and ν\nu be two probability measures on the Borel sets of the plane. Prove that there are random variables ξ1,ξ2,η1,η2\xi_1, \xi_2, \eta_1, \eta_2 such that

    (a) the distribution of (ξ1,ξ2)(\xi_1, \xi_2) is μ\mu and the distribution of (η1,η2)(\eta_1, \eta_2) is ν\nu ,

    (b) ξ1≤η1,ξ2≤η2\xi_1 \leq \eta_1, \xi_2 \leq \eta_2 almost everywhere, if an only if μ(G)≥ν(G)\mu(G) \geq \nu(G) for all sets of the form G=∪i=1k(−∞,xi)×(−∞,yi).G=\cup_{i=1}^k (-\infty, x_i) \times (-\infty, y_i).

    P. Major

    Dataset text AI-MO AoPS. Quoted with source.

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