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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 3, Pages 575–578
(Mi tvp2202)
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Short Communications
Lebesgue's expansion for spherically invariant measures
I. V. Kozin
Abstract:
Let $H$ be a real complete separable Hilbert space, $\mathscr H$ be the Borel $\sigma$-algebra on $H$, $\mathscr P_S$ be a family of probability measureson $\{H,\mathscr H\}$. Let the characteristic functional of every measure belonging to $\mathscr P_S$ may be represented in the form
$$
\chi(v)=\int_0^\infty\exp\Bigl\{j(b,v)-\frac x2(Kv,v)\Bigr\}\nu(dx),
$$
where $b\in H$, $(Kv,v)>0$ for every $v\in H$, $\nu$ is a probability measure on $(0,\infty)$, $\displaystyle\int_0^\infty x\nu(dx)<\infty$. In the paper the Lebesgue's expansion for the pair of measures $\mathbf P_1$, $\mathbf P\in\mathscr P_S$ is derived.
Received: 10.10.1980
Citation:
I. V. Kozin, “Lebesgue's expansion for spherically invariant measures”, Teor. Veroyatnost. i Primenen., 28:3 (1983), 575–578; Theory Probab. Appl., 28:3 (1984), 606–610
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https://www.mathnet.ru/eng/tvp2202 https://www.mathnet.ru/eng/tvp/v28/i3/p575
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