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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 703–707
(Mi tvp2329)
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This article is cited in 6 scientific papers (total in 6 papers)
Short Communications
Absolute continuity of measures corresponding to Markov processes with discrete time
A. A. Lodkin Leningrad State University
Abstract:
The aim of the paper is to obtain a generalization of a theorem due to Kukutani [1] concerning the equivalence of product measures. We get a necessary and sufficient condition of absolute continuity for any Markov measures in $X=\prod_{n=1}^\infty Y$. Under the assumption that the "$0-1$" law is valid with respect to $\widetilde\mu$ it can be formulated as follows: $\widetilde\mu\prec\mu$ iff $\mu_n\prec\mu_n$ and $\int\rho_n^{1/q}\,d\mu_n\not\to0$ for every $q>1$ where $\rho_n=d\widetilde\mu_n/d\mu_n$, $\mu_n$, $\widetilde\mu_n$ are the $n$-dimensional projections of $\mu$ and $\widetilde\mu$.
In particular, measures corresponding to chains with a finite number of states and processes with homogeneous and independent increments are considered.
Received: 23.03.1970
Citation:
A. A. Lodkin, “Absolute continuity of measures corresponding to Markov processes with discrete time”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 703–707; Theory Probab. Appl., 16:4 (1971), 690–694
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https://www.mathnet.ru/eng/tvp2329 https://www.mathnet.ru/eng/tvp/v16/i4/p703
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