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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 703–707 (Mi tvp2329)  

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
Full-text PDF (357 kB) Citations (6)
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
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 4, Pages 690–694
DOI: https://doi.org/10.1137/1116075
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Lod71}
\by A.~A.~Lodkin
\paper Absolute continuity of measures corresponding to Markov processes with discrete time
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 4
\pages 703--707
\mathnet{http://mi.mathnet.ru/tvp2329}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=291404}
\zmath{https://zbmath.org/?q=an:0274.60034}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 4
\pages 690--694
\crossref{https://doi.org/10.1137/1116075}
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  • https://www.mathnet.ru/eng/tvp/v16/i4/p703
  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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